+179.4%
AMAT vs NYT
+15.8%
+163.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +4.2% | -0.7% | +4.9% | +3.9% |
| 30D | -13.5% | +4.5% | -18.0% | -12.3% |
| 3M | -8.6% | -8.5% | 0.0% | -9.0% |
| 6M | +31.6% | -15.1% | +46.6% | +32.2% |
| YTD | +77.3% | -3.3% | +80.6% | +84.9% |
| 1Y | +179.4% | +17.0% | +162.4% | +234.8% |
| All | +179.4% | +15.8% | +163.5% | +234.8% |
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