+147.1%
AMAT vs RGEN
-35.5%
+182.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.0% |
| 7D | +11.4% | -3.3% | +14.6% | +12.6% |
| 30D | -17.0% | -5.8% | -11.2% | -15.1% |
| 3M | -30.6% | +0.2% | -30.8% | -30.9% |
| 6M | -14.9% | +56.8% | -71.7% | -28.1% |
| YTD | +44.7% | +2.4% | +42.3% | +40.3% |
| 1Y | +66.9% | +11.4% | +55.4% | +57.2% |
| 3Y | +153.3% | +15.2% | +138.1% | +124.5% |
| All | +147.1% | -35.5% | +182.6% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling