-10.7%
AMAT vs DOW
-11.3%
+0.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +7.7% |
| 7D | +7.0% | -0.5% | +7.4% | +6.5% |
| 30D | -20.6% | +15.7% | -36.3% | -12.9% |
| 3M | -24.8% | +5.3% | -30.1% | -21.0% |
| 6M | -10.7% | -14.2% | +3.5% | +5.3% |
| All | -10.7% | -11.3% | +0.6% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling