+66.0%
AMAT vs NTR
+23.4%
+42.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.7% |
| 7D | +19.3% | -1.4% | +20.7% | +19.0% |
| 30D | -17.9% | +2.2% | -20.2% | -17.4% |
| 3M | -30.4% | +6.8% | -37.3% | -29.5% |
| 6M | -11.4% | +0.6% | -12.1% | -10.8% |
| YTD | +48.8% | +18.2% | +30.6% | +54.4% |
| 1Y | +66.0% | +21.3% | +44.7% | +72.1% |
| All | +66.0% | +23.4% | +42.6% | +72.1% |
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