+1,162.1%
AMAT vs RCL
+382.5%
+779.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.8% |
| 7D | -14.7% | +6.5% | -21.2% | -16.5% |
| 30D | -36.1% | +15.9% | -52.0% | -39.1% |
| 3M | -36.9% | +2.7% | -39.5% | -37.7% |
| 6M | -22.2% | +15.2% | -37.4% | -26.2% |
| YTD | +29.9% | +19.2% | +10.7% | +20.3% |
| 1Y | +43.3% | +31.6% | +11.7% | +28.1% |
| 3Y | +142.7% | +274.2% | -131.5% | +53.1% |
| 5Y | +126.2% | +250.1% | -123.9% | +37.2% |
| All | +1,162.1% | +382.5% | +779.6% | +598.7% |
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