+1,315.3%
AMAT vs NI
+179.8%
+1,135.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.1% | +9.3% | +10.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -26.9% | +11.3% | -38.2% | -30.1% |
| 3M | -31.2% | +6.5% | -37.7% | -33.0% |
| 6M | -14.7% | -2.3% | -12.5% | -14.4% |
| YTD | +44.7% | +10.8% | +33.9% | +37.7% |
| 1Y | +62.0% | +6.2% | +55.7% | +56.7% |
| 3Y | +165.0% | +98.7% | +66.3% | +91.6% |
| 5Y | +147.1% | +111.3% | +35.8% | +69.9% |
| 10Y | +1,315.3% | +178.1% | +1,137.2% | +814.2% |
| All | +1,315.3% | +179.8% | +1,135.4% | +814.2% |
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