+142.7%
AMAT vs NEE
+60.0%
+82.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.7% | +4.3% |
| 7D | -14.7% | +3.9% | -18.6% | -14.8% |
| 30D | -36.1% | +12.8% | -48.9% | -36.5% |
| 3M | -36.9% | +3.6% | -40.4% | -36.8% |
| 6M | -22.2% | -7.5% | -14.7% | -21.3% |
| YTD | +29.9% | +10.7% | +19.3% | +29.5% |
| 1Y | +43.3% | +9.1% | +34.2% | +43.0% |
| 3Y | +142.7% | +61.0% | +81.7% | +144.0% |
| All | +142.7% | +60.0% | +82.6% | +144.0% |
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 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