+61.4%
AMAT vs NVDL
-23.5%
+84.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -0.9% |
| 7D | -11.2% | -14.0% | +2.8% | -5.8% |
| 30D | -31.9% | -31.2% | -0.7% | -21.5% |
| 3M | -32.3% | -15.5% | -16.8% | -28.6% |
| 6M | -5.4% | -10.3% | +4.9% | -4.0% |
| YTD | +44.3% | -5.8% | +50.0% | +39.6% |
| 1Y | +61.4% | -20.1% | +81.4% | +63.7% |
| All | +61.4% | -23.5% | +84.8% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling