+61.4%
AMAT vs NEM
+50.9%
+10.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.9% | -13.2% | -7.3% |
| 7D | -11.2% | +3.7% | -14.9% | -12.7% |
| 30D | -31.9% | +2.0% | -33.9% | -32.6% |
| 3M | -32.3% | +21.1% | -53.5% | -39.2% |
| 6M | -5.4% | +9.5% | -14.9% | -11.2% |
| YTD | +44.3% | +19.1% | +25.2% | +30.9% |
| 1Y | +61.4% | +51.1% | +10.3% | +30.2% |
| All | +61.4% | +50.9% | +10.5% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling