+137,736.4%
AMAT vs NI
+5,092.7%
+132,643.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.6% |
| 7D | -1.5% | +2.0% | -3.5% | -2.3% |
| 30D | -14.8% | -3.5% | -11.3% | -13.6% |
| 3M | -9.3% | -9.1% | -0.1% | -6.1% |
| 6M | +27.4% | -11.8% | +39.2% | +33.3% |
| YTD | +77.6% | +1.1% | +76.5% | +75.8% |
| 1Y | +188.9% | +6.7% | +182.2% | +179.5% |
| 3Y | +202.3% | +71.1% | +131.2% | +135.9% |
| 5Y | +248.9% | +94.3% | +154.6% | +155.0% |
| 10Y | +1,585.2% | +135.8% | +1,449.4% | +1,010.0% |
| All | +137,736.4% | +5,092.7% | +132,643.7% | +29,858.5% |
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