+14,454.9%
AMAT vs DGX
+8,858.2%
+5,596.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.6% |
| 7D | -1.5% | -2.3% | +0.8% | -0.8% |
| 30D | -14.8% | +0.6% | -15.3% | -15.0% |
| 3M | -9.3% | +21.4% | -30.7% | -15.3% |
| 6M | +27.4% | +14.7% | +12.7% | +20.9% |
| YTD | +77.6% | +38.4% | +39.1% | +57.7% |
| 1Y | +188.9% | +34.0% | +155.0% | +158.4% |
| 3Y | +202.3% | +92.7% | +109.6% | +134.7% |
| 5Y | +248.9% | +67.7% | +181.2% | +181.8% |
| 10Y | +1,585.2% | +248.0% | +1,337.2% | +964.0% |
| All | +14,454.9% | +8,858.2% | +5,596.7% | +5,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling