+132.8%
AMAT vs DG
+23.1%
+109.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -13.7% |
| 7D | -24.3% | +6.1% | -30.4% | -23.9% |
| 30D | -39.8% | +11.9% | -51.7% | -39.4% |
| 3M | -40.2% | +9.3% | -49.4% | -39.7% |
| 6M | -22.1% | +19.1% | -41.2% | -21.6% |
| YTD | +24.7% | +5.9% | +18.7% | +26.0% |
| 1Y | +33.3% | +39.8% | -6.5% | +34.3% |
| All | +132.8% | +23.1% | +109.8% | +142.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling