+142.7%
AMAT vs NTAP
+135.3%
+7.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | -14.7% | -15.1% | +0.3% | -7.4% |
| 30D | -36.1% | -28.1% | -8.0% | -25.1% |
| 3M | -36.9% | -11.4% | -25.4% | -33.1% |
| 6M | -22.2% | +52.2% | -74.4% | -39.3% |
| YTD | +29.9% | +60.4% | -30.5% | -2.8% |
| 1Y | +43.3% | +51.0% | -7.7% | +11.4% |
| 3Y | +142.7% | +135.6% | +7.1% | +64.0% |
| All | +142.7% | +135.3% | +7.4% | +64.0% |
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