+153.3%
AMAT vs NI
+102.7%
+50.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.8% |
| 7D | +11.4% | +4.3% | +7.1% | +10.8% |
| 30D | -17.0% | +12.4% | -29.4% | -17.9% |
| 3M | -30.6% | +10.2% | -40.8% | -31.2% |
| 6M | -14.9% | -0.8% | -14.1% | -15.0% |
| YTD | +44.7% | +13.2% | +31.4% | +42.2% |
| 1Y | +66.9% | +10.1% | +56.8% | +64.4% |
| 3Y | +153.3% | +103.1% | +50.2% | +183.6% |
| All | +153.3% | +102.7% | +50.6% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling