+1,321.9%
AMAT vs RBA
+207.2%
+1,114.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -3.1% |
| 7D | +11.4% | +1.7% | +9.6% | +10.7% |
| 30D | -17.0% | +8.3% | -25.4% | -20.0% |
| 3M | -30.6% | +10.5% | -41.2% | -33.9% |
| 6M | -14.9% | -5.9% | -9.1% | -14.5% |
| YTD | +44.7% | -6.9% | +51.5% | +45.2% |
| 1Y | +66.9% | -4.9% | +71.7% | +65.8% |
| 3Y | +153.3% | +64.5% | +88.8% | +94.4% |
| 5Y | +146.2% | +46.1% | +100.2% | +91.6% |
| All | +1,321.9% | +207.2% | +1,114.8% | +603.4% |
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