+61.4%
AMAT vs RBA
-2.0%
+63.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.3% | -3.5% |
| 7D | -11.2% | +12.7% | -23.9% | -12.7% |
| 30D | -31.9% | +15.5% | -47.4% | -33.3% |
| 3M | -32.3% | -14.0% | -18.3% | -29.3% |
| 6M | -5.4% | -8.8% | +3.4% | -3.7% |
| YTD | +44.3% | -6.9% | +51.2% | +41.5% |
| 1Y | +61.4% | -3.0% | +64.3% | +56.1% |
| All | +61.4% | -2.0% | +63.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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