+142.7%
AMAT vs NSC
+74.1%
+68.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.4% |
| 7D | -14.7% | -6.6% | -8.1% | -12.2% |
| 30D | -36.1% | +2.2% | -38.2% | -36.7% |
| 3M | -36.9% | -6.2% | -30.7% | -35.2% |
| 6M | -22.2% | +1.7% | -23.9% | -23.2% |
| YTD | +29.9% | +12.2% | +17.7% | +22.0% |
| 1Y | +43.3% | +15.4% | +27.8% | +32.7% |
| 3Y | +142.7% | +73.3% | +69.3% | +81.6% |
| All | +142.7% | +74.1% | +68.6% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling