+332.1%
AMAT vs NVDL
+2,608.0%
-2,275.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.3% |
| 7D | +6.9% | -0.8% | +7.8% | +7.1% |
| 30D | -10.1% | +3.4% | -13.5% | -11.6% |
| 3M | -6.0% | +8.1% | -14.1% | -9.0% |
| 6M | +38.6% | +31.9% | +6.8% | +25.0% |
| YTD | +83.1% | +21.1% | +62.0% | +68.0% |
| 1Y | +188.3% | +34.0% | +154.3% | +153.2% |
| 3Y | +225.3% | +677.9% | -452.6% | +44.3% |
| All | +332.1% | +2,608.0% | -2,275.9% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling