+871.5%
AMAT vs NTR
+103.7%
+767.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | +6.9% | +0.5% | +6.4% | +6.7% |
| 30D | -10.1% | +21.7% | -31.8% | -17.1% |
| 3M | -6.0% | +22.8% | -28.7% | -14.3% |
| 6M | +38.6% | +8.2% | +30.4% | +31.7% |
| YTD | +83.1% | +32.9% | +50.2% | +57.9% |
| 1Y | +188.3% | +45.3% | +143.0% | +137.0% |
| 3Y | +225.3% | +41.7% | +183.7% | +162.2% |
| 5Y | +262.0% | +49.8% | +212.1% | +151.8% |
| All | +871.5% | +103.7% | +767.8% | +409.8% |
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