+188.3%
AMAT vs NVTS
-31.5%
+219.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +11.3% | +0.1% | +9.7% |
| 7D | -1.1% | +20.8% | -21.9% | -3.7% |
| 30D | -26.9% | -11.1% | -15.8% | -25.8% |
| 3M | -31.2% | -31.0% | -0.2% | -27.6% |
| 6M | -14.7% | -47.4% | +32.7% | -8.4% |
| YTD | +44.7% | +34.2% | +10.5% | +34.6% |
| 1Y | +62.0% | +22.2% | +39.8% | +51.5% |
| 3Y | +165.0% | +68.4% | +96.6% | +108.9% |
| 5Y | +147.1% | -39.0% | +186.1% | +106.6% |
| All | +188.3% | -31.5% | +219.7% | +136.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling