+1,591.4%
AMAT vs NSC
+324.6%
+1,266.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | -1.5% | -5.5% | +4.0% | +2.3% |
| 30D | -14.8% | -3.2% | -11.6% | -13.0% |
| 3M | -9.3% | +7.7% | -16.9% | -14.1% |
| 6M | +27.4% | +4.5% | +22.9% | +22.4% |
| YTD | +77.6% | +15.6% | +62.0% | +58.6% |
| 1Y | +188.9% | +19.8% | +169.1% | +151.7% |
| 3Y | +202.3% | +70.1% | +132.2% | +97.6% |
| 5Y | +248.9% | +46.1% | +202.8% | +152.4% |
| All | +1,591.4% | +324.6% | +1,266.8% | +538.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling