+1,591.4%
AMAT vs NTAP
+576.5%
+1,014.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -14.8% | -0.5% | -14.3% | -14.9% |
| 3M | -9.3% | +4.1% | -13.3% | -12.3% |
| 6M | +27.4% | +88.0% | -60.6% | -17.6% |
| YTD | +77.6% | +75.6% | +2.0% | +18.9% |
| 1Y | +188.9% | +58.9% | +130.0% | +106.5% |
| 3Y | +202.3% | +153.6% | +48.7% | +55.4% |
| 5Y | +248.9% | +127.6% | +121.3% | +92.0% |
| All | +1,591.4% | +576.5% | +1,014.9% | +383.2% |
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