+165.0%
AMAT vs NTR
+48.5%
+116.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.1% | +10.2% | +11.3% |
| 7D | -1.1% | +3.0% | -4.0% | -1.3% |
| 30D | -26.9% | +7.1% | -34.0% | -27.5% |
| 3M | -31.2% | +13.1% | -44.3% | -32.5% |
| 6M | -14.7% | +7.6% | -22.3% | -16.0% |
| YTD | +44.7% | +20.0% | +24.7% | +37.2% |
| 1Y | +62.0% | +30.2% | +31.8% | +49.7% |
| 3Y | +165.0% | +46.8% | +118.1% | +125.7% |
| All | +165.0% | +48.5% | +116.5% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling