+1,370.8%
AMAT vs NSC
+301.1%
+1,069.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | -2.5% | -3.4% | +1.0% | +0.1% |
| 30D | -26.5% | +3.6% | -30.1% | -28.3% |
| 3M | -28.6% | -1.4% | -27.2% | -28.1% |
| 6M | -14.2% | +6.0% | -20.2% | -18.5% |
| YTD | +45.5% | +15.5% | +30.0% | +29.5% |
| 1Y | +59.3% | +16.2% | +43.1% | +41.3% |
| 3Y | +153.1% | +76.9% | +76.2% | +60.4% |
| 5Y | +158.2% | +29.3% | +128.8% | +103.8% |
| 10Y | +1,370.8% | +298.3% | +1,072.5% | +496.1% |
| All | +1,370.8% | +301.1% | +1,069.7% | +496.1% |
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