+262.0%
AMAT vs NYT
+38.5%
+223.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | +6.9% | -1.6% | +8.5% | +7.4% |
| 30D | -10.1% | +2.8% | -12.9% | -10.9% |
| 3M | -6.0% | -9.2% | +3.2% | -4.7% |
| 6M | +38.6% | -17.1% | +55.7% | +44.7% |
| YTD | +83.1% | -3.2% | +86.3% | +79.4% |
| 1Y | +188.3% | +15.7% | +172.6% | +161.3% |
| 3Y | +225.3% | +55.7% | +169.6% | +150.9% |
| 5Y | +262.0% | +39.4% | +222.6% | +161.0% |
| All | +262.0% | +38.5% | +223.5% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling