+142.7%
AMAT vs NVTS
+36.9%
+105.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.5% | -5.3% | +3.1% |
| 7D | -14.7% | +1.5% | -16.2% | -14.8% |
| 30D | -36.1% | -23.8% | -12.3% | -34.2% |
| 3M | -36.9% | -30.6% | -6.3% | -34.5% |
| 6M | -22.2% | -48.4% | +26.2% | -17.5% |
| YTD | +29.9% | +20.6% | +9.3% | +26.9% |
| 1Y | +43.3% | -2.5% | +45.8% | +41.6% |
| 3Y | +142.7% | +44.0% | +98.7% | +138.5% |
| All | +142.7% | +36.9% | +105.8% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling