-40.2%
AMAT vs RBA
-12.4%
-27.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.3% | -13.7% |
| 7D | -24.3% | +7.3% | -31.6% | -22.9% |
| 30D | -39.8% | +16.9% | -56.7% | -37.5% |
| 3M | -40.2% | -0.5% | -39.7% | -40.6% |
| All | -40.2% | -12.4% | -27.8% | -40.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling