+61.4%
AMAT vs DOW
+50.2%
+11.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -4.0% |
| 7D | -11.2% | -4.2% | -7.0% | -12.0% |
| 30D | -31.9% | +14.7% | -46.6% | -29.6% |
| 3M | -32.3% | +9.1% | -41.4% | -30.5% |
| 6M | -5.4% | -17.7% | +12.3% | -4.3% |
| YTD | +44.3% | +44.6% | -0.4% | +36.4% |
| 1Y | +61.4% | +51.9% | +9.5% | +51.9% |
| All | +61.4% | +50.2% | +11.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 1y: compounded portfolio wealth divided by compounded DOW 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…
1y analysis · Full analysis span regression · 6 months rolling