+126.7%
AMAT vs NVT
+201.4%
-74.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | -1.8% |
| 7D | -14.7% | -15.7% | +1.0% | -3.7% |
| 30D | -36.1% | -36.6% | +0.5% | -10.8% |
| 3M | -36.9% | -34.8% | -2.0% | -14.2% |
| 6M | -22.2% | -38.2% | +16.0% | +12.0% |
| YTD | +29.9% | +4.8% | +25.1% | +27.3% |
| 1Y | +43.3% | -2.8% | +46.1% | +47.6% |
| 3Y | +142.7% | +119.5% | +23.1% | +25.3% |
| All | +126.7% | +201.4% | -74.7% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling