+7,987.6%
AMAT vs NTAP
+21,414.7%
-13,427.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.7% | -3.8% | -9.7% |
| 7D | -24.3% | -22.5% | -1.8% | -16.0% |
| 30D | -39.8% | -25.7% | -14.1% | -32.2% |
| 3M | -40.2% | -9.0% | -31.2% | -38.0% |
| 6M | -22.1% | +49.2% | -71.3% | -34.9% |
| YTD | +24.7% | +60.6% | -35.9% | +0.5% |
| 1Y | +33.3% | +48.7% | -15.4% | +10.8% |
| 3Y | +133.9% | +135.6% | -1.7% | +61.3% |
| 5Y | +117.1% | +107.8% | +9.3% | +59.5% |
| 10Y | +1,158.7% | +609.4% | +549.2% | +469.5% |
| All | +7,987.6% | +21,414.7% | -13,427.1% | +785.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling