+1,665.8%
AMAT vs NI
+137.0%
+1,528.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.7% | +3.5% |
| 7D | +7.0% | +2.3% | +4.7% | +6.0% |
| 30D | -12.2% | -1.7% | -10.5% | -11.6% |
| 3M | -3.8% | -8.0% | +4.2% | -0.8% |
| 6M | +45.9% | -8.6% | +54.6% | +50.4% |
| YTD | +84.6% | +2.3% | +82.3% | +81.6% |
| 1Y | +193.4% | +6.9% | +186.4% | +182.8% |
| 3Y | +228.1% | +70.6% | +157.5% | +153.1% |
| 5Y | +268.9% | +96.4% | +172.6% | +161.3% |
| 10Y | +1,665.8% | +136.1% | +1,529.6% | +1,081.5% |
| All | +1,665.8% | +137.0% | +1,528.7% | +1,081.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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