+112,209.8%
AMAT vs NYT
+837.8%
+111,372.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.4% |
| 7D | +11.4% | +6.5% | +4.8% | +9.2% |
| 30D | -17.0% | +8.4% | -25.5% | -19.3% |
| 3M | -30.6% | +13.9% | -44.6% | -34.1% |
| 6M | -14.9% | -4.8% | -10.1% | -15.8% |
| YTD | +44.7% | +6.2% | +38.5% | +37.6% |
| 1Y | +66.9% | +14.3% | +52.6% | +54.5% |
| 3Y | +153.3% | +73.6% | +79.7% | +99.1% |
| 5Y | +146.2% | +60.6% | +85.6% | +95.3% |
| 10Y | +1,330.3% | +550.8% | +779.5% | +583.5% |
| All | +112,209.8% | +837.8% | +111,372.0% | +38,167.0% |
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 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