+170.1%
AMAT vs DOW
-21.3%
+191.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +5.5% |
| 7D | +7.0% | -0.5% | +7.4% | +7.1% |
| 30D | -20.6% | +15.7% | -36.3% | -22.8% |
| 3M | -24.8% | +5.3% | -30.1% | -25.7% |
| 6M | -10.7% | -14.2% | +3.5% | -7.2% |
| YTD | +54.3% | +43.9% | +10.4% | +28.0% |
| 1Y | +73.7% | +53.1% | +20.7% | +39.9% |
| All | +170.1% | -21.3% | +191.4% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling