+137,736.4%
AMAT vs NYT
+763.5%
+136,972.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -14.8% | +2.7% | -17.5% | -15.7% |
| 3M | -9.3% | -10.3% | +1.0% | -7.6% |
| 6M | +27.4% | -16.6% | +44.0% | +32.6% |
| YTD | +77.6% | -2.3% | +79.8% | +74.7% |
| 1Y | +188.9% | +15.0% | +173.9% | +167.4% |
| 3Y | +202.3% | +57.1% | +145.1% | +147.1% |
| 5Y | +248.9% | +37.2% | +211.7% | +192.9% |
| 10Y | +1,585.2% | +464.3% | +1,120.9% | +748.9% |
| All | +137,736.4% | +763.5% | +136,972.9% | +48,488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling