+589.4%
AMAT vs NTR
+81.7%
+507.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -14.7% | +3.0% | -17.7% | -15.8% |
| 30D | -36.1% | +2.2% | -38.3% | -36.9% |
| 3M | -36.9% | +7.9% | -44.8% | -39.4% |
| 6M | -22.2% | -1.5% | -20.7% | -23.1% |
| YTD | +29.9% | +18.6% | +11.3% | +16.4% |
| 1Y | +43.3% | +31.7% | +11.6% | +22.0% |
| 3Y | +142.7% | +46.4% | +96.2% | +90.0% |
| 5Y | +126.2% | +24.2% | +102.0% | +71.8% |
| All | +589.4% | +81.7% | +507.6% | +275.7% |
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 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