+5,210.8%
AMAT vs RBA
+4,058.7%
+1,152.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.3% | -13.3% | -13.5% |
| 7D | -24.3% | +7.3% | -31.6% | -26.0% |
| 30D | -39.8% | +16.9% | -56.7% | -42.9% |
| 3M | -40.2% | -0.5% | -39.7% | -40.5% |
| 6M | -22.1% | -10.4% | -11.7% | -20.5% |
| YTD | +24.7% | -7.2% | +31.9% | +25.3% |
| 1Y | +33.3% | -2.2% | +35.5% | +31.7% |
| 3Y | +133.9% | +43.7% | +90.1% | +102.3% |
| 5Y | +117.1% | +38.7% | +78.4% | +85.9% |
| 10Y | +1,158.7% | +231.7% | +926.9% | +719.0% |
| All | +5,210.8% | +4,058.7% | +1,152.0% | +1,962.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling