+1,162.1%
AMAT vs DG
+122.0%
+1,040.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +4.8% |
| 7D | -14.7% | +1.1% | -15.8% | -15.0% |
| 30D | -36.1% | +9.5% | -45.6% | -37.6% |
| 3M | -36.9% | +5.5% | -42.3% | -38.1% |
| 6M | -22.2% | +16.1% | -38.3% | -26.1% |
| YTD | +29.9% | +2.7% | +27.3% | +26.8% |
| 1Y | +43.3% | +42.1% | +1.2% | +27.6% |
| 3Y | +142.7% | +19.3% | +123.4% | +112.8% |
| 5Y | +126.2% | -35.3% | +161.6% | +152.1% |
| All | +1,162.1% | +122.0% | +1,040.1% | +821.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling