+203.0%
AMAT vs NTAP
+149.9%
+53.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -14.8% | -0.5% | -14.3% | -14.9% |
| 3M | -9.3% | +4.1% | -13.3% | -11.5% |
| 6M | +27.4% | +88.0% | -60.6% | -12.5% |
| YTD | +77.6% | +75.6% | +2.0% | +26.3% |
| 1Y | +188.9% | +58.9% | +130.0% | +119.1% |
| All | +203.0% | +149.9% | +53.1% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling