+3,166.3%
AMAT vs DG
+635.1%
+2,531.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -13.1% |
| 7D | -24.3% | +6.1% | -30.4% | -25.3% |
| 30D | -39.8% | +11.9% | -51.7% | -41.5% |
| 3M | -40.2% | +9.3% | -49.4% | -41.8% |
| 6M | -22.1% | +19.1% | -41.2% | -26.4% |
| YTD | +24.7% | +5.9% | +18.7% | +20.7% |
| 1Y | +33.3% | +39.8% | -6.5% | +19.7% |
| 3Y | +133.9% | +23.4% | +110.5% | +105.2% |
| 5Y | +117.1% | -33.3% | +150.4% | +129.2% |
| 10Y | +1,158.7% | +131.0% | +1,027.6% | +845.5% |
| All | +3,166.3% | +635.1% | +2,531.2% | +1,644.4% |
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