+188.9%
AMAT vs NVDL
+42.2%
+146.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.7% | +3.7% |
| 7D | -1.5% | +11.7% | -13.2% | -5.3% |
| 30D | -14.8% | +7.8% | -22.6% | -17.6% |
| 3M | -9.3% | +3.3% | -12.6% | -12.1% |
| 6M | +27.4% | +38.9% | -11.5% | +9.7% |
| YTD | +77.6% | +28.5% | +49.1% | +55.3% |
| 1Y | +188.9% | +40.6% | +148.3% | +153.3% |
| All | +188.9% | +42.2% | +146.8% | +153.3% |
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