+1,707.5%
AMAT vs DGX
+244.3%
+1,463.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | -2.2% | +9.1% | +7.9% |
| 30D | -10.1% | -0.9% | -9.2% | -9.8% |
| 3M | -6.0% | +15.6% | -21.6% | -12.1% |
| 6M | +38.6% | +17.8% | +20.9% | +27.9% |
| YTD | +83.1% | +37.5% | +45.6% | +56.7% |
| 1Y | +188.3% | +31.2% | +157.2% | +150.6% |
| 3Y | +225.3% | +96.6% | +128.7% | +122.3% |
| 5Y | +262.0% | +64.9% | +197.0% | +167.2% |
| 10Y | +1,707.5% | +254.6% | +1,452.9% | +721.0% |
| All | +1,707.5% | +244.3% | +1,463.2% | +721.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling