+147.1%
AMAT vs NEE
+12.0%
+135.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | +11.4% | -2.1% | +13.5% | +11.8% |
| 30D | -17.0% | +8.6% | -25.7% | -18.7% |
| 3M | -30.6% | -0.3% | -30.3% | -30.7% |
| 6M | -14.9% | -8.9% | -6.0% | -13.3% |
| YTD | +44.7% | +8.3% | +36.3% | +41.2% |
| 1Y | +66.9% | +4.3% | +62.6% | +64.4% |
| 3Y | +153.3% | +70.7% | +82.6% | +108.0% |
| All | +147.1% | +12.0% | +135.1% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling