+188.9%
AMAT vs NXT
+26.2%
+162.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.1% |
| 30D | -14.8% | -15.3% | +0.5% | -8.8% |
| 3M | -9.3% | -43.8% | +34.5% | +13.2% |
| 6M | +27.4% | -18.7% | +46.0% | +37.2% |
| YTD | +77.6% | -3.0% | +80.6% | +79.2% |
| 1Y | +188.9% | +22.7% | +166.2% | +171.6% |
| All | +188.9% | +26.2% | +162.7% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 1y: compounded portfolio wealth divided by compounded NXT 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…
1y analysis · Full analysis span regression · 6 months rolling