+158.2%
AMAT vs RGEN
-35.9%
+194.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.4% |
| 7D | -2.5% | -2.4% | -0.1% | -1.4% |
| 30D | -26.5% | +0.1% | -26.6% | -26.3% |
| 3M | -28.6% | +6.6% | -35.2% | -30.3% |
| 6M | -14.2% | +40.9% | -55.2% | -24.9% |
| YTD | +45.5% | +6.2% | +39.3% | +39.4% |
| 1Y | +59.3% | +19.4% | +39.9% | +46.6% |
| 3Y | +153.1% | +17.9% | +135.2% | +122.7% |
| 5Y | +158.2% | -34.0% | +192.2% | +140.1% |
| All | +158.2% | -35.9% | +194.0% | +140.1% |
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