+671.9%
AMAT vs NTR
+83.5%
+588.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.5% | +4.1% | -6.6% | -4.0% |
| 30D | -26.5% | +7.0% | -33.5% | -28.7% |
| 3M | -28.6% | +9.7% | -38.2% | -31.8% |
| 6M | -14.2% | +7.4% | -21.6% | -18.1% |
| YTD | +45.5% | +19.8% | +25.7% | +29.9% |
| 1Y | +59.3% | +25.4% | +33.9% | +38.9% |
| 3Y | +153.1% | +48.6% | +104.5% | +97.2% |
| 5Y | +158.2% | +24.0% | +134.1% | +96.8% |
| All | +671.9% | +83.5% | +588.4% | +319.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling