+61.4%
AMAT vs NXT
+10.5%
+50.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.1% | -14.4% | -7.4% |
| 7D | -11.2% | +30.0% | -41.2% | -20.6% |
| 30D | -31.9% | +28.6% | -60.5% | -39.0% |
| 3M | -32.3% | +8.4% | -40.7% | -35.2% |
| 6M | -5.4% | -8.7% | +3.4% | -3.9% |
| YTD | +44.3% | +22.5% | +21.8% | +31.9% |
| 1Y | +61.4% | +6.9% | +54.5% | +53.6% |
| All | +61.4% | +10.5% | +50.9% | +53.6% |
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