+117.1%
AMAT vs NDAQ
+60.9%
+56.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.5% |
| 7D | -24.3% | +1.2% | -25.5% | -24.6% |
| 30D | -39.8% | +15.8% | -55.6% | -43.5% |
| 3M | -40.2% | +13.4% | -53.5% | -43.5% |
| 6M | -22.1% | +20.9% | -43.0% | -29.9% |
| YTD | +24.7% | +11.1% | +13.6% | +17.0% |
| 1Y | +33.3% | +26.5% | +6.8% | +14.5% |
| 3Y | +133.9% | +121.5% | +12.4% | +32.7% |
| 5Y | +117.1% | +61.3% | +55.7% | +52.1% |
| All | +117.1% | +60.9% | +56.2% | +52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling