+61.4%
AMAT vs NTR
+36.7%
+24.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.0% | -7.2% | -2.5% |
| 7D | -11.2% | +4.3% | -15.5% | -10.4% |
| 30D | -31.9% | +2.6% | -34.5% | -31.3% |
| 3M | -32.3% | +8.5% | -40.9% | -31.2% |
| 6M | -5.4% | -3.3% | -2.1% | -5.0% |
| YTD | +44.3% | +19.6% | +24.7% | +50.6% |
| 1Y | +61.4% | +37.6% | +23.8% | +68.6% |
| All | +61.4% | +36.7% | +24.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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