+58.5%
AMAT vs NTAP
+56.4%
+2.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.1% | +7.3% | +9.9% |
| 7D | -1.1% | -5.0% | +3.9% | +1.2% |
| 30D | -26.9% | -25.8% | -1.2% | -19.7% |
| 3M | -31.2% | -6.9% | -24.3% | -28.7% |
| 6M | -14.7% | +50.0% | -64.7% | -22.8% |
| YTD | +44.7% | +66.9% | -22.2% | +26.2% |
| All | +58.5% | +56.4% | +2.1% | +45.7% |
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