-22.1%
AMAT vs RGEN
+39.0%
-61.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -12.9% |
| 7D | -24.3% | -10.7% | -13.6% | -23.5% |
| 30D | -39.8% | -3.6% | -36.1% | -39.1% |
| 3M | -40.2% | +6.2% | -46.4% | -38.8% |
| 6M | -22.1% | +34.1% | -56.2% | -19.7% |
| All | -22.1% | +39.0% | -61.1% | -19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling