+153.3%
AMAT vs NDAQ
+117.7%
+35.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +11.4% | +1.3% | +10.1% | +11.2% |
| 30D | -17.0% | +18.0% | -35.0% | -19.0% |
| 3M | -30.6% | +11.5% | -42.1% | -31.6% |
| 6M | -14.9% | +21.1% | -36.0% | -17.5% |
| YTD | +44.7% | +12.8% | +31.9% | +44.9% |
| 1Y | +66.9% | +25.7% | +41.2% | +57.2% |
| 3Y | +153.3% | +116.8% | +36.5% | +91.4% |
| All | +153.3% | +117.7% | +35.6% | +91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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