+247.2%
AMAT vs DG
-35.0%
+282.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.2% |
| 7D | -1.5% | +8.4% | -9.9% | -2.1% |
| 30D | -14.8% | +4.9% | -19.7% | -15.1% |
| 3M | -9.3% | +29.3% | -38.6% | -11.8% |
| 6M | +27.4% | -11.3% | +38.7% | +29.1% |
| YTD | +77.6% | +1.8% | +75.8% | +76.9% |
| 1Y | +188.9% | +25.3% | +163.6% | +179.9% |
| 3Y | +202.3% | +9.1% | +193.2% | +195.2% |
| All | +247.2% | -35.0% | +282.2% | +292.8% |
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