+1,162.1%
AMAT vs RBA
+224.6%
+937.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.8% |
| 7D | -14.7% | +4.3% | -19.0% | -16.3% |
| 30D | -36.1% | +16.3% | -52.4% | -40.3% |
| 3M | -36.9% | +1.3% | -38.2% | -37.8% |
| 6M | -22.2% | -11.1% | -11.1% | -19.9% |
| YTD | +29.9% | -8.5% | +38.4% | +31.2% |
| 1Y | +43.3% | -2.1% | +45.4% | +40.3% |
| 3Y | +142.7% | +44.6% | +98.1% | +96.3% |
| 5Y | +126.2% | +36.8% | +89.4% | +81.7% |
| All | +1,162.1% | +224.6% | +937.5% | +571.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling