+167.6%
AMAT vs DGX
+97.6%
+69.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +7.0% | +1.2% | +5.8% | +6.8% |
| 30D | -20.6% | +11.2% | -31.8% | -21.8% |
| 3M | -24.8% | +9.3% | -34.1% | -25.8% |
| 6M | -10.7% | +37.4% | -48.1% | -15.9% |
| YTD | +54.3% | +51.6% | +2.7% | +41.3% |
| 1Y | +73.7% | +39.3% | +34.4% | +62.5% |
| 3Y | +168.4% | +106.1% | +62.3% | +116.9% |
| 5Y | +167.6% | +92.2% | +75.4% | +100.1% |
| All | +167.6% | +97.6% | +69.9% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling