+153.2%
AMAT vs DOW
-27.1%
+180.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.2% |
| 7D | +19.3% | +3.7% | +15.7% | +17.9% |
| 30D | -17.9% | +16.3% | -34.2% | -22.1% |
| 3M | -30.4% | +9.7% | -40.1% | -33.0% |
| 6M | -11.4% | -14.1% | +2.6% | -7.1% |
| YTD | +48.8% | +46.6% | +2.2% | +14.9% |
| 1Y | +66.0% | +56.8% | +9.2% | +23.0% |
| 3Y | +158.8% | -20.4% | +179.2% | +178.1% |
| 5Y | +153.2% | -27.4% | +180.6% | +197.9% |
| All | +153.2% | -27.1% | +180.3% | +197.9% |
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