-22.2%
AMAT vs NVTS
-49.2%
+27.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.5% | -5.3% | +0.8% |
| 7D | -14.7% | +1.5% | -16.2% | -15.3% |
| 30D | -36.1% | -23.8% | -12.3% | -30.3% |
| 3M | -36.9% | -30.6% | -6.3% | -29.4% |
| 6M | -22.2% | -48.4% | +26.2% | -6.3% |
| All | -22.2% | -49.2% | +27.0% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling