+126.7%
AMAT vs NI
+104.4%
+22.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | -14.7% | -0.9% | -13.8% | -14.5% |
| 30D | -36.1% | +9.6% | -45.7% | -37.6% |
| 3M | -36.9% | +2.5% | -39.3% | -37.2% |
| 6M | -22.2% | -5.8% | -16.4% | -21.2% |
| YTD | +29.9% | +8.6% | +21.4% | +26.4% |
| 1Y | +43.3% | +6.0% | +37.3% | +40.2% |
| 3Y | +142.7% | +91.0% | +51.6% | +100.1% |
| All | +126.7% | +104.4% | +22.3% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling