+96,674.4%
AMAT vs RGEN
+1,584.8%
+95,089.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -13.1% |
| 7D | -24.3% | -10.7% | -13.6% | -23.5% |
| 30D | -39.8% | -3.6% | -36.1% | -39.6% |
| 3M | -40.2% | +6.2% | -46.4% | -40.5% |
| 6M | -22.1% | +34.1% | -56.2% | -24.3% |
| YTD | +24.7% | +2.8% | +21.8% | +23.8% |
| 1Y | +33.3% | +15.5% | +17.7% | +31.0% |
| 3Y | +133.9% | +12.1% | +121.8% | +128.8% |
| 5Y | +117.1% | -36.9% | +153.9% | +118.9% |
| 10Y | +1,158.7% | +522.4% | +636.3% | +998.8% |
| All | +96,674.4% | +1,584.8% | +95,089.6% | +61,591.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling