+179.4%
AMAT vs NTRS
+48.6%
+130.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.5% | -4.1% |
| 7D | +4.2% | +0.3% | +3.8% | +3.8% |
| 30D | -13.5% | +0.2% | -13.7% | -13.7% |
| 3M | -8.6% | +13.2% | -21.8% | -15.8% |
| 6M | +31.6% | +36.9% | -5.4% | +5.9% |
| YTD | +77.3% | +39.1% | +38.2% | +41.1% |
| 1Y | +179.4% | +50.4% | +128.9% | +117.1% |
| All | +179.4% | +48.6% | +130.7% | +117.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling