+238.4%
AMAT vs NXT
+208.8%
+29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.9% | +3.4% | -1.8% |
| 7D | +19.3% | -6.0% | +25.3% | +21.2% |
| 30D | -17.9% | +5.4% | -23.4% | -19.5% |
| 3M | -30.4% | -9.7% | -20.7% | -29.2% |
| 6M | -11.4% | -25.3% | +13.9% | -6.0% |
| YTD | +48.8% | +7.5% | +41.3% | +45.4% |
| 1Y | +66.0% | -3.0% | +69.0% | +65.3% |
| 3Y | +158.8% | +171.4% | -12.6% | +104.9% |
| All | +238.4% | +208.8% | +29.5% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling