+59.3%
AMAT vs NXT
-8.4%
+67.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.4% | +2.4% |
| 7D | -2.5% | +4.0% | -6.4% | -4.0% |
| 30D | -26.5% | +15.9% | -42.4% | -31.2% |
| 3M | -28.6% | -3.0% | -25.6% | -28.2% |
| 6M | -14.2% | -20.7% | +6.5% | -8.0% |
| YTD | +45.5% | +14.6% | +30.9% | +38.1% |
| 1Y | +59.3% | -7.1% | +66.4% | +59.7% |
| All | +59.3% | -8.4% | +67.7% | +59.7% |
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 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