+100,756.0%
AMAT vs NEM
+454.8%
+100,301.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | -14.7% | +13.4% | -28.1% | -15.9% |
| 30D | -36.1% | +6.5% | -42.6% | -36.6% |
| 3M | -36.9% | +14.9% | -51.8% | -37.9% |
| 6M | -22.2% | +5.5% | -27.7% | -22.8% |
| YTD | +29.9% | +21.9% | +8.1% | +27.1% |
| 1Y | +43.3% | +47.9% | -4.6% | +37.6% |
| 3Y | +142.7% | +238.2% | -95.5% | +114.6% |
| 5Y | +126.2% | +146.2% | -20.0% | +103.6% |
| 10Y | +1,211.7% | +309.3% | +902.4% | +1,023.7% |
| All | +100,756.0% | +454.8% | +100,301.3% | +82,271.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling