+126.7%
AMAT vs DOW
-30.0%
+156.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +4.8% |
| 7D | -14.7% | -9.5% | -5.2% | -11.9% |
| 30D | -36.1% | +13.1% | -49.2% | -38.9% |
| 3M | -36.9% | +4.8% | -41.7% | -38.4% |
| 6M | -22.2% | -16.7% | -5.5% | -17.8% |
| YTD | +29.9% | +38.9% | -8.9% | +2.1% |
| 1Y | +43.3% | +48.3% | -5.0% | +8.0% |
| 3Y | +142.7% | -24.4% | +167.0% | +164.9% |
| All | +126.7% | -30.0% | +156.7% | +166.9% |
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 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