+7,464.2%
AMAT vs RBA
+3,565.6%
+3,898.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | -14.8% | -12.3% | -2.5% | -11.4% |
| 3M | -9.3% | -20.5% | +11.3% | -3.4% |
| 6M | +27.4% | -18.5% | +45.9% | +34.5% |
| YTD | +77.6% | -18.2% | +95.8% | +86.6% |
| 1Y | +188.9% | -27.5% | +216.4% | +214.5% |
| 3Y | +202.3% | +38.1% | +164.2% | +165.9% |
| 5Y | +248.9% | +44.8% | +204.1% | +196.3% |
| 10Y | +1,585.2% | +187.1% | +1,398.1% | +1,051.5% |
| All | +7,464.2% | +3,565.6% | +3,898.6% | +2,971.0% |
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