+66.9%
AMAT vs NXT
-0.4%
+67.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.3% |
| 7D | +11.4% | -9.4% | +20.8% | +15.6% |
| 30D | -17.0% | +15.1% | -32.1% | -22.1% |
| 3M | -30.6% | -9.1% | -21.5% | -28.3% |
| 6M | -14.9% | -30.3% | +15.4% | -3.7% |
| YTD | +44.7% | +9.1% | +35.6% | +39.2% |
| 1Y | +66.9% | +7.9% | +59.0% | +60.7% |
| All | +66.9% | -0.4% | +67.3% | +60.7% |
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