+1,616.4%
AMAT vs NYT
+489.9%
+1,126.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.4% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | -16.6% | +4.6% | -21.2% | -18.0% |
| 3M | -17.3% | -9.6% | -7.7% | -15.8% |
| 6M | +30.3% | -14.0% | +44.3% | +34.6% |
| YTD | +78.3% | -2.8% | +81.1% | +74.8% |
| 1Y | +169.8% | +15.6% | +154.2% | +144.8% |
| 3Y | +218.5% | +56.3% | +162.2% | +148.1% |
| 5Y | +247.7% | +39.5% | +208.2% | +174.4% |
| All | +1,616.4% | +489.9% | +1,126.5% | +818.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling