+1,162.1%
AMAT vs RGEN
+527.2%
+634.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +3.2% |
| 7D | -14.7% | -1.9% | -12.8% | -13.9% |
| 30D | -36.1% | +3.7% | -39.8% | -36.8% |
| 3M | -36.9% | +8.8% | -45.7% | -39.0% |
| 6M | -22.2% | +38.0% | -60.1% | -32.1% |
| YTD | +29.9% | +5.9% | +24.1% | +24.0% |
| 1Y | +43.3% | +19.7% | +23.6% | +30.7% |
| 3Y | +142.7% | +20.5% | +122.1% | +108.9% |
| 5Y | +126.2% | -35.0% | +161.2% | +124.8% |
| All | +1,162.1% | +527.2% | +634.9% | +489.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling