+268.9%
AMAT vs DGX
+66.8%
+202.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.1% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -12.2% | -1.2% | -11.0% | -12.0% |
| 3M | -3.8% | +19.9% | -23.7% | -7.1% |
| 6M | +45.9% | +19.2% | +26.7% | +40.8% |
| YTD | +84.6% | +37.5% | +47.1% | +71.8% |
| 1Y | +193.4% | +31.3% | +162.1% | +175.1% |
| 3Y | +228.1% | +96.6% | +131.4% | +163.6% |
| 5Y | +268.9% | +64.3% | +204.7% | +200.9% |
| All | +268.9% | +66.8% | +202.1% | +200.9% |
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