+335.2%
AMAT vs RBLX
-31.0%
+366.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.7% |
| 7D | +6.9% | +8.0% | -1.1% | +5.4% |
| 30D | -10.1% | +20.2% | -30.3% | -13.3% |
| 3M | -6.0% | +3.5% | -9.5% | -8.6% |
| 6M | +38.6% | -28.9% | +67.6% | +43.4% |
| YTD | +83.1% | -45.1% | +128.1% | +98.3% |
| 1Y | +188.3% | -66.2% | +254.6% | +243.1% |
| 3Y | +225.3% | +53.5% | +171.9% | +172.8% |
| 5Y | +262.0% | -48.4% | +310.4% | +223.6% |
| All | +335.2% | -31.0% | +366.2% | +269.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 10y: compounded portfolio wealth divided by compounded RBLX 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…
10y analysis · Full analysis span regression · 6 months rolling