+4,552.3%
AMAT vs DG
+606.1%
+3,946.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.8% | +4.0% |
| 7D | -1.5% | +8.4% | -9.9% | -3.3% |
| 30D | -14.8% | +4.9% | -19.7% | -15.8% |
| 3M | -9.3% | +29.3% | -38.6% | -15.2% |
| 6M | +27.4% | -11.3% | +38.7% | +29.6% |
| YTD | +77.6% | +1.8% | +75.8% | +74.5% |
| 1Y | +188.9% | +25.3% | +163.6% | +167.6% |
| 3Y | +202.3% | +9.1% | +193.2% | +175.7% |
| 5Y | +248.9% | -34.9% | +283.8% | +271.7% |
| 10Y | +1,585.2% | +108.2% | +1,477.1% | +1,203.5% |
| All | +4,552.3% | +606.1% | +3,946.2% | +2,422.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling