+61.4%
AMAT vs NVT
+3.0%
+58.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -12.7% | +9.4% | +7.4% |
| 7D | -11.2% | -19.5% | +8.3% | +5.7% |
| 30D | -31.9% | -32.4% | +0.5% | -6.1% |
| 3M | -32.3% | -30.3% | -2.0% | -9.9% |
| 6M | -5.4% | -30.4% | +25.0% | +28.8% |
| YTD | +44.3% | +11.3% | +32.9% | +35.0% |
| 1Y | +61.4% | +3.6% | +57.8% | +61.0% |
| All | +61.4% | +3.0% | +58.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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