+1,370.8%
AMAT vs NWSA
+149.3%
+1,221.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -2.5% | -9.7% | +7.2% | +3.3% |
| 30D | -26.5% | -8.6% | -17.9% | -23.0% |
| 3M | -28.6% | -6.3% | -22.3% | -26.8% |
| 6M | -14.2% | -1.2% | -13.1% | -17.1% |
| YTD | +45.5% | +2.6% | +42.8% | +35.7% |
| 1Y | +59.3% | 0.0% | +59.3% | +50.8% |
| 3Y | +153.1% | +30.1% | +123.0% | +101.1% |
| 5Y | +158.2% | +18.3% | +139.8% | +112.8% |
| 10Y | +1,370.8% | +149.3% | +1,221.5% | +704.5% |
| All | +1,370.8% | +149.3% | +1,221.5% | +704.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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