+153.2%
AMAT vs NVTS
-48.0%
+201.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.1% | +1.5% | -2.8% |
| 7D | +19.3% | +21.6% | -2.3% | +16.0% |
| 30D | -17.9% | -8.5% | -9.4% | -16.9% |
| 3M | -30.4% | -31.4% | +0.9% | -26.8% |
| 6M | -11.4% | -50.3% | +38.9% | -3.7% |
| YTD | +48.8% | +33.9% | +14.9% | +38.4% |
| 1Y | +66.0% | +10.6% | +55.4% | +57.7% |
| 3Y | +158.8% | +52.7% | +106.1% | +110.4% |
| 5Y | +153.2% | -48.5% | +201.7% | +112.9% |
| All | +153.2% | -48.0% | +201.2% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling