+117.1%
AMAT vs RCL
+256.9%
-139.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.4% | -12.4% |
| 7D | -24.3% | +3.9% | -28.2% | -25.5% |
| 30D | -39.8% | +11.8% | -51.6% | -42.5% |
| 3M | -40.2% | -0.8% | -39.3% | -40.3% |
| 6M | -22.1% | +23.6% | -45.7% | -29.0% |
| YTD | +24.7% | +17.6% | +7.0% | +13.6% |
| 1Y | +33.3% | +28.3% | +5.0% | +16.8% |
| 3Y | +133.9% | +261.4% | -127.6% | +29.9% |
| 5Y | +117.1% | +245.3% | -128.3% | +11.1% |
| All | +117.1% | +256.9% | -139.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling