+100,756.0%
AMAT vs NI
+5,476.3%
+95,279.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | -14.7% | -0.9% | -13.8% | -14.3% |
| 30D | -36.1% | +9.6% | -45.7% | -38.5% |
| 3M | -36.9% | +2.5% | -39.3% | -37.6% |
| 6M | -22.2% | -5.8% | -16.4% | -20.8% |
| YTD | +29.9% | +8.6% | +21.4% | +24.7% |
| 1Y | +43.3% | +6.0% | +37.3% | +38.8% |
| 3Y | +142.7% | +91.0% | +51.6% | +81.5% |
| 5Y | +126.2% | +104.8% | +21.4% | +61.9% |
| 10Y | +1,211.7% | +176.7% | +1,035.0% | +709.9% |
| All | +100,756.0% | +5,476.3% | +95,279.7% | +21,158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling