+1,315.3%
AMAT vs NTAP
+608.6%
+706.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.1% | +7.3% | +9.0% |
| 7D | -1.1% | -5.0% | +3.9% | +2.6% |
| 30D | -26.9% | -25.8% | -1.2% | -12.6% |
| 3M | -31.2% | -6.9% | -24.3% | -28.5% |
| 6M | -14.7% | +50.0% | -64.7% | -36.2% |
| YTD | +44.7% | +66.9% | -22.2% | -0.3% |
| 1Y | +62.0% | +58.3% | +3.7% | +15.6% |
| 3Y | +165.0% | +145.1% | +19.8% | +38.5% |
| 5Y | +147.1% | +114.2% | +32.9% | +40.7% |
| 10Y | +1,315.3% | +576.6% | +738.7% | +292.8% |
| All | +1,315.3% | +608.6% | +706.7% | +292.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling