+322.1%
AMAT vs RBLX
-32.9%
+354.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.3% | 0.0% | +3.5% |
| 7D | -1.5% | +12.4% | -13.9% | -3.7% |
| 30D | -14.8% | +19.7% | -34.5% | -17.8% |
| 3M | -9.3% | -0.1% | -9.2% | -11.1% |
| 6M | +27.4% | -35.7% | +63.1% | +34.5% |
| YTD | +77.6% | -46.6% | +124.1% | +93.2% |
| 1Y | +188.9% | -66.6% | +255.6% | +244.4% |
| 3Y | +202.3% | +52.3% | +150.0% | +153.7% |
| 5Y | +248.9% | -47.7% | +296.6% | +211.5% |
| All | +322.1% | -32.9% | +354.9% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling