+147.1%
AMAT vs DOW
-28.2%
+175.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +11.4% | +5.2% | +6.1% | +9.5% |
| 30D | -17.0% | +13.2% | -30.2% | -20.6% |
| 3M | -30.6% | +10.1% | -40.7% | -33.3% |
| 6M | -14.9% | -13.1% | -1.9% | -11.2% |
| YTD | +44.7% | +46.1% | -1.4% | +11.9% |
| 1Y | +66.9% | +50.0% | +16.9% | +26.7% |
| 3Y | +153.3% | -20.2% | +173.5% | +171.4% |
| All | +147.1% | -28.2% | +175.3% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling