+167.6%
AMAT vs DG
-32.2%
+199.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +7.0% | -3.0% | +9.9% | +7.1% |
| 30D | -20.6% | +8.6% | -29.2% | -21.0% |
| 3M | -24.8% | +15.0% | -39.8% | -25.6% |
| 6M | -10.7% | +32.7% | -43.4% | -13.4% |
| YTD | +54.3% | +5.5% | +48.8% | +53.3% |
| 1Y | +73.7% | +34.6% | +39.1% | +67.4% |
| 3Y | +168.4% | +24.2% | +144.2% | +154.1% |
| 5Y | +167.6% | -32.3% | +199.8% | +203.9% |
| All | +167.6% | -32.2% | +199.7% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling