+1,591.4%
AMAT vs NEE
+239.4%
+1,352.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.7% | +5.1% | +4.6% |
| 7D | -1.5% | +1.9% | -3.5% | -2.3% |
| 30D | -14.8% | -2.2% | -12.6% | -14.1% |
| 3M | -9.3% | -1.2% | -8.1% | -9.1% |
| 6M | +27.4% | -8.6% | +36.0% | +31.2% |
| YTD | +77.6% | +6.2% | +71.4% | +72.1% |
| 1Y | +188.9% | +21.1% | +167.8% | +165.6% |
| 3Y | +202.3% | +36.4% | +165.9% | +149.2% |
| 5Y | +248.9% | +11.4% | +237.5% | +214.6% |
| All | +1,591.4% | +239.4% | +1,352.0% | +823.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 10y: compounded portfolio wealth divided by compounded NEE 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…
10y analysis · Full analysis span regression · 6 months rolling