+250.9%
AMAT vs NXT
+231.9%
+19.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.8% | +5.3% | +5.9% |
| 7D | +7.0% | -5.7% | +12.7% | +8.8% |
| 30D | -20.6% | +18.5% | -39.1% | -24.5% |
| 3M | -24.8% | -4.1% | -20.7% | -24.6% |
| 6M | -10.7% | -20.3% | +9.6% | -6.8% |
| YTD | +54.3% | +15.5% | +38.8% | +48.0% |
| 1Y | +73.7% | -5.0% | +78.7% | +72.8% |
| 3Y | +168.4% | +191.6% | -23.2% | +108.6% |
| All | +250.9% | +231.9% | +19.0% | +172.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling