+147.1%
AMAT vs RBA
+47.6%
+99.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.4% | +9.0% | +10.6% |
| 7D | -1.1% | +2.5% | -3.6% | -1.8% |
| 30D | -26.9% | +11.6% | -38.5% | -29.6% |
| 3M | -31.2% | +1.5% | -32.7% | -31.8% |
| 6M | -14.7% | -6.6% | -8.1% | -13.9% |
| YTD | +44.7% | -6.3% | +51.0% | +45.0% |
| 1Y | +62.0% | -4.0% | +65.9% | +60.8% |
| 3Y | +165.0% | +47.3% | +117.7% | +123.4% |
| 5Y | +147.1% | +47.7% | +99.4% | +108.7% |
| All | +147.1% | +47.6% | +99.5% | +108.7% |
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