+1,607.1%
AMAT vs NTRS
+256.1%
+1,350.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -4.0% |
| 7D | +4.2% | +0.3% | +3.8% | +3.9% |
| 30D | -13.5% | +0.2% | -13.7% | -13.7% |
| 3M | -8.6% | +13.2% | -21.8% | -15.4% |
| 6M | +31.6% | +36.9% | -5.4% | +7.5% |
| YTD | +77.3% | +39.1% | +38.2% | +43.2% |
| 1Y | +179.4% | +50.4% | +128.9% | +114.2% |
| 3Y | +215.0% | +166.8% | +48.3% | +62.8% |
| 5Y | +245.8% | +92.9% | +152.9% | +116.3% |
| All | +1,607.1% | +256.1% | +1,350.9% | +667.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling