+165.0%
AMAT vs RGEN
+19.6%
+145.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.1% | +8.2% | +10.3% |
| 7D | -1.1% | +3.5% | -4.5% | -1.8% |
| 30D | -26.9% | +2.9% | -29.8% | -27.3% |
| 3M | -31.2% | +9.2% | -40.4% | -33.3% |
| 6M | -14.7% | +44.9% | -59.6% | -26.0% |
| YTD | +44.7% | +9.2% | +35.5% | +38.1% |
| 1Y | +62.0% | +25.3% | +36.7% | +47.0% |
| 3Y | +165.0% | +21.7% | +143.2% | +131.7% |
| All | +165.0% | +19.6% | +145.3% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling