+1,321.9%
AMAT vs RCL
+340.1%
+981.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +11.4% | -1.2% | +12.5% | +11.8% |
| 30D | -17.0% | +17.8% | -34.9% | -21.4% |
| 3M | -30.6% | +4.9% | -35.6% | -31.9% |
| 6M | -14.9% | +23.7% | -38.7% | -21.0% |
| YTD | +44.7% | +17.8% | +26.9% | +34.5% |
| 1Y | +66.9% | +28.9% | +38.0% | +50.3% |
| 3Y | +153.3% | +241.9% | -88.6% | +64.4% |
| 5Y | +146.2% | +295.4% | -149.2% | +44.7% |
| All | +1,321.9% | +340.1% | +981.8% | +702.1% |
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