+3,340.5%
AMAT vs NWSA
+127.4%
+3,213.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.1% | +5.3% |
| 7D | -1.5% | -1.9% | +0.4% | -0.6% |
| 30D | -14.8% | +4.6% | -19.4% | -17.1% |
| 3M | -9.3% | +13.2% | -22.5% | -17.4% |
| 6M | +27.4% | +27.0% | +0.4% | +7.8% |
| YTD | +77.6% | +16.8% | +60.7% | +56.5% |
| 1Y | +188.9% | +4.5% | +184.4% | +169.7% |
| 3Y | +202.3% | +46.2% | +156.1% | +130.8% |
| 5Y | +248.9% | +40.9% | +208.0% | +168.1% |
| 10Y | +1,585.2% | +145.1% | +1,440.1% | +797.5% |
| All | +3,340.5% | +127.4% | +3,213.1% | +1,781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling