+162.6%
AMAT vs NTAP
+122.3%
+40.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.1% | +2.0% | +3.5% |
| 7D | +7.0% | -2.4% | +9.4% | +9.2% |
| 30D | -20.6% | -23.4% | +2.8% | -6.4% |
| 3M | -24.8% | -7.5% | -17.2% | -21.3% |
| 6M | -10.7% | +56.4% | -67.1% | -36.4% |
| YTD | +54.3% | +73.6% | -19.3% | +0.3% |
| 1Y | +73.7% | +68.4% | +5.3% | +15.6% |
| 3Y | +168.4% | +150.6% | +17.8% | +21.4% |
| All | +162.6% | +122.3% | +40.2% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling