+188.9%
AMAT vs RGEN
+45.2%
+143.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.6% |
| 7D | -1.5% | -4.9% | +3.4% | -0.2% |
| 30D | -14.8% | +5.7% | -20.5% | -16.0% |
| 3M | -9.3% | +32.4% | -41.7% | -17.4% |
| 6M | +27.4% | +33.2% | -5.8% | +14.3% |
| YTD | +77.6% | +2.3% | +75.3% | +80.4% |
| 1Y | +188.9% | +39.0% | +149.9% | +159.6% |
| All | +188.9% | +45.2% | +143.7% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling