+117.1%
AMAT vs RBA
+48.6%
+68.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.3% | -13.5% |
| 7D | -24.3% | +7.3% | -31.6% | -26.1% |
| 30D | -39.8% | +16.9% | -56.7% | -43.0% |
| 3M | -40.2% | -0.5% | -39.7% | -40.3% |
| 6M | -22.1% | -10.4% | -11.7% | -20.2% |
| YTD | +24.7% | -7.2% | +31.9% | +25.3% |
| 1Y | +33.3% | -2.2% | +35.5% | +31.3% |
| 3Y | +133.9% | +43.7% | +90.1% | +99.0% |
| 5Y | +117.1% | +38.7% | +78.4% | +81.7% |
| All | +117.1% | +48.6% | +68.4% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling