+1,321.9%
AMAT vs DG
+105.2%
+1,216.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +11.4% | +0.3% | +11.1% | +11.4% |
| 30D | -17.0% | +3.2% | -20.3% | -17.9% |
| 3M | -30.6% | +10.4% | -41.0% | -32.6% |
| 6M | -14.9% | +33.2% | -48.1% | -21.8% |
| YTD | +44.7% | +3.0% | +41.7% | +41.1% |
| 1Y | +66.9% | +31.2% | +35.7% | +51.9% |
| 3Y | +153.3% | +21.8% | +131.5% | +120.0% |
| 5Y | +146.2% | -35.0% | +181.2% | +174.3% |
| All | +1,321.9% | +105.2% | +1,216.7% | +959.7% |
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