+189.8%
AMAT vs NVTS
-32.9%
+222.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -2.5% | +9.6% | -12.0% | -3.7% |
| 30D | -26.5% | -13.0% | -13.5% | -25.1% |
| 3M | -28.6% | -28.8% | +0.2% | -25.2% |
| 6M | -14.2% | -48.5% | +34.2% | -7.6% |
| YTD | +45.5% | +31.4% | +14.1% | +35.7% |
| 1Y | +59.3% | -2.3% | +61.6% | +53.6% |
| 3Y | +153.1% | +49.8% | +103.3% | +105.8% |
| 5Y | +158.2% | -43.2% | +201.3% | +117.6% |
| All | +189.8% | -32.9% | +222.7% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling