+247.2%
AMAT vs NWSA
+40.7%
+206.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.2% |
| 7D | -1.5% | -1.9% | +0.4% | -0.6% |
| 30D | -14.8% | +4.6% | -19.4% | -17.0% |
| 3M | -9.3% | +13.2% | -22.5% | -17.0% |
| 6M | +27.4% | +27.0% | +0.4% | +7.4% |
| YTD | +77.6% | +16.8% | +60.7% | +56.8% |
| 1Y | +188.9% | +4.5% | +184.4% | +172.8% |
| 3Y | +202.3% | +46.2% | +156.1% | +123.2% |
| All | +247.2% | +40.7% | +206.5% | +153.8% |
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