+112,209.8%
AMAT vs NTRS
+7,343.1%
+104,866.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -2.9% |
| 7D | +11.4% | +3.2% | +8.2% | +9.7% |
| 30D | -17.0% | +9.6% | -26.6% | -20.6% |
| 3M | -30.6% | -6.0% | -24.6% | -28.1% |
| 6M | -14.9% | +10.4% | -25.3% | -18.7% |
| YTD | +44.7% | +32.5% | +12.2% | +25.9% |
| 1Y | +66.9% | +41.2% | +25.7% | +40.6% |
| 3Y | +153.3% | +173.4% | -20.1% | +50.9% |
| 5Y | +146.2% | +65.0% | +81.3% | +86.0% |
| 10Y | +1,330.3% | +192.3% | +1,138.0% | +702.0% |
| All | +112,209.8% | +7,343.1% | +104,866.7% | +14,496.1% |
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 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