+1,362.0%
AMAT vs NI
+196.3%
+1,165.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.8% |
| 7D | +19.3% | +3.1% | +16.2% | +17.9% |
| 30D | -17.9% | +11.2% | -29.1% | -21.4% |
| 3M | -30.4% | +9.8% | -40.3% | -33.1% |
| 6M | -11.4% | -1.6% | -9.8% | -11.3% |
| YTD | +48.8% | +12.6% | +36.1% | +40.6% |
| 1Y | +66.0% | +7.8% | +58.2% | +59.8% |
| 3Y | +158.8% | +100.5% | +58.3% | +86.7% |
| 5Y | +153.2% | +114.4% | +38.8% | +73.3% |
| All | +1,362.0% | +196.3% | +1,165.7% | +844.4% |
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