+157.1%
AMAT vs NVD
-98.5%
+255.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -1.6% |
| 7D | +11.4% | +28.6% | -17.3% | +20.3% |
| 30D | -17.0% | +73.6% | -90.7% | +0.1% |
| 3M | -30.6% | +70.1% | -100.7% | -15.4% |
| 6M | -14.9% | +53.6% | -68.5% | +4.6% |
| YTD | +44.7% | -7.0% | +51.7% | +60.7% |
| 1Y | +66.9% | -9.0% | +75.9% | +86.0% |
| 3Y | +153.3% | -98.3% | +251.6% | +45.0% |
| All | +157.1% | -98.5% | +255.6% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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