-22.2%
AMAT vs NOK
-42.6%
+20.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +2.5% |
| 7D | -14.7% | -10.5% | -4.2% | -8.2% |
| 30D | -36.1% | -27.9% | -8.2% | -22.1% |
| 3M | -36.9% | -18.8% | -18.1% | -29.7% |
| 6M | -22.2% | -41.9% | +19.7% | +7.4% |
| All | -22.2% | -42.6% | +20.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 6mo: compounded portfolio wealth divided by compounded NOK 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…
6mo analysis · Full analysis span regression · 6 months rolling