+59.3%
AMAT vs NTAP
+56.4%
+3.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -2.5% | -7.8% | +5.3% | +0.7% |
| 30D | -26.5% | -25.8% | -0.7% | -19.3% |
| 3M | -28.6% | -11.2% | -17.3% | -25.1% |
| 6M | -14.2% | +49.9% | -64.2% | -22.3% |
| YTD | +45.5% | +66.9% | -21.4% | +26.9% |
| 1Y | +59.3% | +58.8% | +0.5% | +46.5% |
| All | +59.3% | +56.4% | +3.0% | +46.5% |
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