+153.2%
AMAT vs NSC
+34.1%
+119.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -4.0% |
| 7D | +19.3% | +1.6% | +17.7% | +18.2% |
| 30D | -17.9% | +4.2% | -22.1% | -19.8% |
| 3M | -30.4% | -0.2% | -30.2% | -30.4% |
| 6M | -11.4% | +7.6% | -19.0% | -15.9% |
| YTD | +48.8% | +17.4% | +31.4% | +33.1% |
| 1Y | +66.0% | +18.3% | +47.7% | +47.8% |
| 3Y | +158.8% | +79.8% | +79.0% | +65.7% |
| 5Y | +153.2% | +34.3% | +118.9% | +100.1% |
| All | +153.2% | +34.1% | +119.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling