+100,756.0%
AMAT vs NSC
+5,576.5%
+95,179.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.8% | +7.0% | +5.6% |
| 7D | -14.7% | -6.6% | -8.1% | -11.8% |
| 30D | -36.1% | +2.2% | -38.2% | -36.9% |
| 3M | -36.9% | -6.2% | -30.7% | -35.1% |
| 6M | -22.2% | +1.7% | -23.9% | -23.5% |
| YTD | +29.9% | +12.2% | +17.7% | +21.4% |
| 1Y | +43.3% | +15.4% | +27.8% | +32.1% |
| 3Y | +142.7% | +73.3% | +69.3% | +80.7% |
| 5Y | +126.2% | +24.7% | +101.5% | +97.5% |
| 10Y | +1,211.7% | +324.5% | +887.2% | +561.2% |
| All | +100,756.0% | +5,576.5% | +95,179.6% | +12,128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling