+43.3%
AMAT vs DG
+34.9%
+8.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +3.5% |
| 7D | -14.7% | +1.1% | -15.8% | -14.2% |
| 30D | -36.1% | +9.5% | -45.6% | -34.6% |
| 3M | -36.9% | +5.5% | -42.3% | -35.5% |
| 6M | -22.2% | +16.1% | -38.3% | -20.0% |
| YTD | +29.9% | +2.7% | +27.3% | +35.9% |
| 1Y | +43.3% | +42.1% | +1.2% | +55.7% |
| All | +43.3% | +34.9% | +8.4% | +55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling