+1,370.8%
AMAT vs RCL
+381.8%
+989.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.3% |
| 7D | -2.5% | +8.5% | -11.0% | -4.9% |
| 30D | -26.5% | +20.4% | -46.9% | -30.8% |
| 3M | -28.6% | +11.0% | -39.6% | -31.2% |
| 6M | -14.2% | +24.9% | -39.1% | -20.6% |
| YTD | +45.5% | +23.9% | +21.6% | +33.1% |
| 1Y | +59.3% | +30.8% | +28.5% | +42.8% |
| 3Y | +153.1% | +270.4% | -117.3% | +60.1% |
| 5Y | +158.2% | +296.1% | -138.0% | +51.2% |
| 10Y | +1,370.8% | +375.0% | +995.8% | +696.5% |
| All | +1,370.8% | +381.8% | +989.0% | +696.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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