+165.0%
AMAT vs NXT
+194.0%
-29.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | -1.1% | +15.1% | -16.2% | -4.9% |
| 30D | -26.9% | +21.8% | -48.7% | -31.3% |
| 3M | -31.2% | +1.6% | -32.8% | -32.1% |
| 6M | -14.7% | -16.7% | +2.0% | -11.8% |
| YTD | +44.7% | +20.4% | +24.3% | +36.8% |
| 1Y | +62.0% | +0.2% | +61.7% | +58.7% |
| 3Y | +165.0% | +208.7% | -43.7% | +96.8% |
| All | +165.0% | +194.0% | -29.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling