+667.7%
AMAT vs NTR
+81.1%
+586.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +11.4% | -0.3% | +11.7% | +11.5% |
| 30D | -17.0% | +2.0% | -19.0% | -17.9% |
| 3M | -30.6% | +6.4% | -37.0% | -33.0% |
| 6M | -14.9% | +1.6% | -16.6% | -16.9% |
| YTD | +44.7% | +18.2% | +26.5% | +29.8% |
| 1Y | +66.9% | +23.9% | +42.9% | +46.0% |
| 3Y | +153.3% | +44.7% | +108.6% | +99.7% |
| 5Y | +146.2% | +21.3% | +124.9% | +89.7% |
| All | +667.7% | +81.1% | +586.5% | +319.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling