+2,417.5%
AMAT vs NWSA
+98.2%
+2,319.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.6% | +4.4% |
| 7D | -14.7% | -9.4% | -5.3% | -10.1% |
| 30D | -36.1% | -7.8% | -28.3% | -33.5% |
| 3M | -36.9% | -10.8% | -26.1% | -33.7% |
| 6M | -22.2% | +1.1% | -23.3% | -25.8% |
| YTD | +29.9% | +1.8% | +28.1% | +22.2% |
| 1Y | +43.3% | +6.0% | +37.2% | +31.0% |
| 3Y | +142.7% | +24.6% | +118.1% | +100.8% |
| 5Y | +126.2% | +13.1% | +113.1% | +94.0% |
| 10Y | +1,211.7% | +148.5% | +1,063.2% | +597.3% |
| All | +2,417.5% | +98.2% | +2,319.3% | +1,368.6% |
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