+137,736.4%
AMAT vs NEM
+487.7%
+137,248.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -14.8% | +23.1% | -37.9% | -16.7% |
| 3M | -9.3% | +18.5% | -27.8% | -10.9% |
| 6M | +27.4% | +7.8% | +19.6% | +26.1% |
| YTD | +77.6% | +29.1% | +48.5% | +72.9% |
| 1Y | +188.9% | +72.7% | +116.3% | +173.7% |
| 3Y | +202.3% | +248.7% | -46.4% | +166.6% |
| 5Y | +248.9% | +148.7% | +100.2% | +213.6% |
| 10Y | +1,585.2% | +304.8% | +1,280.4% | +1,342.4% |
| All | +137,736.4% | +487.7% | +137,248.7% | +111,947.2% |
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 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