+66.9%
AMAT vs NVT
+4.7%
+62.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.1% |
| 7D | +11.4% | +8.0% | +3.4% | +4.6% |
| 30D | -17.0% | -24.8% | +7.7% | +4.7% |
| 3M | -30.6% | -32.4% | +1.8% | -4.5% |
| 6M | -14.9% | -33.5% | +18.5% | +19.3% |
| YTD | +44.7% | +13.2% | +31.5% | +35.3% |
| 1Y | +66.9% | +9.0% | +57.9% | +60.8% |
| All | +66.9% | +4.7% | +62.2% | +60.8% |
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