+1,370.8%
AMAT vs NEM
+316.2%
+1,054.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.7% | +1.5% |
| 7D | -2.5% | +11.6% | -14.1% | -5.0% |
| 30D | -26.5% | +1.8% | -28.3% | -27.0% |
| 3M | -28.6% | +2.5% | -31.1% | -29.3% |
| 6M | -14.2% | +3.4% | -17.7% | -15.6% |
| YTD | +45.5% | +20.9% | +24.6% | +38.8% |
| 1Y | +59.3% | +37.2% | +22.2% | +48.3% |
| 3Y | +153.1% | +271.6% | -118.5% | +92.8% |
| 5Y | +158.2% | +136.6% | +21.5% | +106.7% |
| 10Y | +1,370.8% | +342.6% | +1,028.2% | +996.8% |
| All | +1,370.8% | +316.2% | +1,054.6% | +996.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling