+203.0%
AMAT vs NWSA
+47.8%
+155.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +4.7% |
| 7D | -1.5% | -1.9% | +0.4% | -1.1% |
| 30D | -14.8% | +4.6% | -19.4% | -15.8% |
| 3M | -9.3% | +13.2% | -22.5% | -13.0% |
| 6M | +27.4% | +27.0% | +0.4% | +14.4% |
| YTD | +77.6% | +16.8% | +60.7% | +66.2% |
| 1Y | +188.9% | +4.5% | +184.4% | +188.4% |
| All | +203.0% | +47.8% | +155.2% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling