+1,587.5%
AMAT vs RBA
+187.5%
+1,399.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | -14.8% | -12.3% | -2.5% | -10.3% |
| 3M | -9.3% | -20.5% | +11.3% | -1.4% |
| 6M | +27.4% | -18.5% | +45.9% | +36.6% |
| YTD | +77.6% | -18.2% | +95.8% | +89.1% |
| 1Y | +188.9% | -27.5% | +216.4% | +223.1% |
| 3Y | +202.3% | +38.1% | +164.2% | +149.7% |
| 5Y | +248.9% | +44.8% | +204.1% | +171.1% |
| All | +1,587.5% | +187.5% | +1,399.9% | +782.7% |
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