+188.9%
AMAT vs NYT
+15.2%
+173.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.4% |
| 7D | -1.5% | -1.3% | -0.2% | -1.9% |
| 30D | -14.8% | +2.7% | -17.5% | -14.0% |
| 3M | -9.3% | -10.3% | +1.0% | -9.6% |
| 6M | +27.4% | -16.6% | +44.0% | +28.2% |
| YTD | +77.6% | -2.3% | +79.8% | +85.5% |
| 1Y | +188.9% | +15.0% | +173.9% | +236.1% |
| All | +188.9% | +15.2% | +173.7% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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