+58.5%
AMAT vs DOW
+43.1%
+15.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.4% | +12.8% | +11.1% |
| 7D | -1.1% | -9.4% | +8.4% | -3.3% |
| 30D | -26.9% | +8.9% | -35.9% | -25.2% |
| 3M | -31.2% | +6.7% | -37.9% | -29.7% |
| 6M | -14.7% | -14.2% | -0.5% | -14.1% |
| YTD | +44.7% | +36.9% | +7.8% | +36.7% |
| All | +58.5% | +43.1% | +15.4% | +49.5% |
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