+137,736.4%
AMAT vs NTRS
+7,693.4%
+130,043.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -14.8% | +1.7% | -16.5% | -15.5% |
| 3M | -9.3% | +8.9% | -18.1% | -12.9% |
| 6M | +27.4% | +30.6% | -3.2% | +11.4% |
| YTD | +77.6% | +38.7% | +38.9% | +50.4% |
| 1Y | +188.9% | +48.1% | +140.9% | +136.4% |
| 3Y | +202.3% | +165.5% | +36.8% | +81.2% |
| 5Y | +248.9% | +85.6% | +163.3% | +146.9% |
| 10Y | +1,585.2% | +246.1% | +1,339.1% | +767.0% |
| All | +137,736.4% | +7,693.4% | +130,043.0% | +17,331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling