+115,377.5%
AMAT vs NTRS
+7,319.3%
+108,058.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +19.3% | +3.7% | +15.7% | +17.3% |
| 30D | -17.9% | +6.1% | -24.0% | -20.1% |
| 3M | -30.4% | -6.7% | -23.7% | -27.7% |
| 6M | -11.4% | +10.5% | -21.9% | -15.3% |
| YTD | +48.8% | +32.0% | +16.7% | +29.7% |
| 1Y | +66.0% | +37.0% | +29.0% | +42.0% |
| 3Y | +158.8% | +173.6% | -14.8% | +54.1% |
| 5Y | +153.2% | +64.4% | +88.7% | +91.5% |
| 10Y | +1,370.6% | +191.4% | +1,179.3% | +726.0% |
| All | +115,377.5% | +7,319.3% | +108,058.3% | +14,933.4% |
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 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