+130.9%
AMAT vs NVD
-98.9%
+229.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.7% | +2.6% |
| 7D | -14.7% | +16.8% | -31.5% | -9.4% |
| 30D | -36.1% | +54.3% | -90.4% | -25.6% |
| 3M | -36.9% | +24.3% | -61.1% | -29.9% |
| 6M | -22.2% | +0.6% | -22.8% | -15.4% |
| YTD | +29.9% | -27.7% | +57.6% | +33.6% |
| 1Y | +43.3% | -29.4% | +72.7% | +48.3% |
| 3Y | +142.7% | -98.8% | +241.5% | +25.6% |
| All | +130.9% | -98.9% | +229.7% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling