+188.9%
AMAT vs NSC
+20.4%
+168.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.2% |
| 7D | -1.5% | -5.5% | +4.0% | 0.0% |
| 30D | -14.8% | -3.2% | -11.6% | -14.1% |
| 3M | -9.3% | +7.7% | -16.9% | -11.2% |
| 6M | +27.4% | +4.5% | +22.9% | +25.4% |
| YTD | +77.6% | +15.6% | +62.0% | +68.2% |
| 1Y | +188.9% | +19.8% | +169.1% | +171.4% |
| All | +188.9% | +20.4% | +168.6% | +171.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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