+1,425.2%
AMAT vs RGEN
+450.6%
+974.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.8% | +6.8% | +6.3% |
| 7D | +7.0% | -3.1% | +10.1% | +8.4% |
| 30D | -20.6% | +0.1% | -20.7% | -20.4% |
| 3M | -24.8% | +4.8% | -29.5% | -26.3% |
| 6M | -10.7% | +48.9% | -59.7% | -24.1% |
| YTD | +54.3% | +5.3% | +48.9% | +47.5% |
| 1Y | +73.7% | +12.5% | +61.2% | +62.1% |
| 3Y | +168.4% | +17.0% | +151.4% | +133.4% |
| 5Y | +167.6% | -35.4% | +202.9% | +166.6% |
| 10Y | +1,425.2% | +434.6% | +990.6% | +595.3% |
| All | +1,425.2% | +450.6% | +974.6% | +595.3% |
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