+335.7%
AMAT vs NVDL
+2,657.6%
-2,321.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.0% | +8.0% | +5.1% |
| 7D | +7.0% | +7.3% | -0.3% | +4.7% |
| 30D | -12.2% | -0.7% | -11.5% | -12.7% |
| 3M | -3.8% | +9.5% | -13.3% | -7.3% |
| 6M | +45.9% | +41.6% | +4.3% | +28.9% |
| YTD | +84.6% | +23.3% | +61.3% | +68.5% |
| 1Y | +193.4% | +40.3% | +153.1% | +154.4% |
| 3Y | +228.1% | +692.2% | -464.1% | +44.8% |
| All | +335.7% | +2,657.6% | -2,321.9% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling