+43.3%
AMAT vs NTAP
+48.9%
-5.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -15.1% | +0.3% | -9.6% |
| 30D | -36.1% | -28.1% | -8.0% | -29.0% |
| 3M | -36.9% | -11.4% | -25.4% | -33.5% |
| 6M | -22.2% | +52.2% | -74.4% | -30.2% |
| YTD | +29.9% | +60.4% | -30.5% | +14.9% |
| 1Y | +43.3% | +51.0% | -7.7% | +34.7% |
| All | +43.3% | +48.9% | -5.6% | +34.7% |
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