+170.1%
AMAT vs NEE
+70.8%
+99.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.1% |
| 7D | +7.0% | -2.8% | +9.7% | +7.0% |
| 30D | -20.6% | +9.5% | -30.1% | -21.0% |
| 3M | -24.8% | +1.0% | -25.8% | -24.6% |
| 6M | -10.7% | -8.0% | -2.8% | -9.8% |
| YTD | +54.3% | +9.4% | +44.8% | +53.9% |
| 1Y | +73.7% | +3.1% | +70.6% | +73.9% |
| All | +170.1% | +70.8% | +99.3% | +173.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling