+126.7%
AMAT vs NWSA
+12.8%
+113.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.6% | +4.4% |
| 7D | -14.7% | -9.4% | -5.3% | -10.5% |
| 30D | -36.1% | -7.8% | -28.3% | -33.7% |
| 3M | -36.9% | -10.8% | -26.1% | -34.0% |
| 6M | -22.2% | +1.1% | -23.3% | -25.9% |
| YTD | +29.9% | +1.8% | +28.1% | +21.9% |
| 1Y | +43.3% | +6.0% | +37.2% | +30.0% |
| 3Y | +142.7% | +24.6% | +118.1% | +93.9% |
| All | +126.7% | +12.8% | +113.9% | +89.3% |
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