+61.4%
AMAT vs NVTS
-9.1%
+70.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.0% | -12.3% | -5.5% |
| 7D | -11.2% | -0.3% | -10.9% | -11.3% |
| 30D | -31.9% | -24.4% | -7.5% | -27.4% |
| 3M | -32.3% | -26.5% | -5.9% | -27.7% |
| 6M | -5.4% | -41.4% | +36.0% | +3.9% |
| YTD | +44.3% | +30.7% | +13.6% | +31.2% |
| 1Y | +61.4% | -10.8% | +72.2% | +53.8% |
| All | +61.4% | -9.1% | +70.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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