+268.9%
AMAT vs NTR
+51.1%
+217.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.6% |
| 7D | +7.0% | +3.8% | +3.2% | +6.0% |
| 30D | -12.2% | +25.2% | -37.5% | -16.9% |
| 3M | -3.8% | +21.0% | -24.8% | -8.6% |
| 6M | +45.9% | +7.6% | +38.3% | +41.9% |
| YTD | +84.6% | +32.9% | +51.8% | +68.6% |
| 1Y | +193.4% | +43.1% | +150.3% | +160.6% |
| 3Y | +228.1% | +41.6% | +186.5% | +185.8% |
| 5Y | +268.9% | +54.8% | +214.2% | +179.2% |
| All | +268.9% | +51.1% | +217.8% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling