-10.7%
AMAT vs NVD
+21.3%
-32.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.8% | +11.8% | +3.6% |
| 7D | +7.0% | +27.3% | -20.4% | +21.5% |
| 30D | -20.6% | +59.9% | -80.5% | +1.0% |
| 3M | -24.8% | +39.4% | -64.2% | -7.3% |
| 6M | -10.7% | +27.6% | -38.3% | +8.6% |
| All | -10.7% | +21.3% | -32.0% | +8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling