+203.0%
AMAT vs NVT
+183.2%
+19.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.6% | +1.7% | +2.4% |
| 7D | -1.5% | +5.1% | -6.6% | -5.1% |
| 30D | -14.8% | -3.7% | -11.1% | -12.5% |
| 3M | -9.3% | -10.1% | +0.9% | -0.8% |
| 6M | +27.4% | +37.5% | -10.1% | +5.0% |
| YTD | +77.6% | +53.7% | +23.8% | +36.3% |
| 1Y | +188.9% | +70.9% | +118.1% | +106.6% |
| All | +203.0% | +183.2% | +19.9% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling