+61.4%
AMAT vs NTAP
+66.6%
-5.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.8% |
| 7D | -11.2% | -16.1% | +4.9% | -6.3% |
| 30D | -31.9% | -15.9% | -15.9% | -28.2% |
| 3M | -32.3% | -1.2% | -31.1% | -31.6% |
| 6M | -5.4% | +70.1% | -75.5% | -19.4% |
| YTD | +44.3% | +77.9% | -33.7% | +21.6% |
| 1Y | +61.4% | +68.1% | -6.8% | +44.5% |
| All | +61.4% | +66.6% | -5.2% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling