+153.2%
AMAT vs NWSA
+15.3%
+137.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.6% |
| 7D | +19.3% | -0.8% | +20.1% | +19.9% |
| 30D | -17.9% | -11.3% | -6.6% | -13.2% |
| 3M | -30.4% | -8.1% | -22.4% | -28.2% |
| 6M | -11.4% | -0.7% | -10.8% | -14.6% |
| YTD | +48.8% | +1.3% | +47.4% | +40.0% |
| 1Y | +66.0% | -1.3% | +67.3% | +58.8% |
| 3Y | +158.8% | +28.4% | +130.4% | +102.7% |
| 5Y | +153.2% | +15.3% | +137.9% | +111.1% |
| All | +153.2% | +15.3% | +137.9% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling