-22.2%
AMAT vs NXT
-16.0%
-6.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.3% | -1.1% | +2.1% |
| 7D | -14.7% | +32.2% | -46.9% | -24.0% |
| 30D | -36.1% | +21.9% | -58.0% | -41.1% |
| 3M | -36.9% | +6.6% | -43.4% | -38.1% |
| 6M | -22.2% | -16.8% | -5.4% | -14.5% |
| All | -22.2% | -16.0% | -6.2% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling