+262.0%
AMAT vs NTRS
+88.7%
+173.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +6.9% | +0.9% | +6.1% | +6.3% |
| 30D | -10.1% | -1.2% | -8.9% | -9.5% |
| 3M | -6.0% | +8.8% | -14.8% | -10.5% |
| 6M | +38.6% | +34.7% | +4.0% | +15.9% |
| YTD | +83.1% | +37.2% | +45.8% | +51.1% |
| 1Y | +188.3% | +46.3% | +142.0% | +128.7% |
| 3Y | +225.3% | +163.2% | +62.1% | +78.1% |
| 5Y | +262.0% | +86.9% | +175.0% | +150.4% |
| All | +262.0% | +88.7% | +173.3% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling