+188.3%
AMAT vs NTR
+42.7%
+145.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | +6.9% | +0.5% | +6.4% | +7.0% |
| 30D | -10.1% | +21.7% | -31.8% | -8.5% |
| 3M | -6.0% | +22.8% | -28.7% | -4.4% |
| 6M | +38.6% | +8.2% | +30.4% | +40.0% |
| YTD | +83.1% | +32.9% | +50.2% | +87.2% |
| 1Y | +188.3% | +45.3% | +143.0% | +197.9% |
| All | +188.3% | +42.7% | +145.7% | +197.9% |
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