+137,736.4%
AMAT vs RGEN
+1,576.0%
+136,160.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.4% |
| 7D | -1.5% | -4.9% | +3.4% | -1.1% |
| 30D | -14.8% | +5.7% | -20.5% | -15.2% |
| 3M | -9.3% | +32.4% | -41.7% | -11.6% |
| 6M | +27.4% | +33.2% | -5.8% | +23.9% |
| YTD | +77.6% | +2.3% | +75.3% | +76.4% |
| 1Y | +188.9% | +39.0% | +149.9% | +180.0% |
| 3Y | +202.3% | -4.6% | +206.9% | +198.7% |
| 5Y | +248.9% | -42.7% | +291.6% | +254.1% |
| 10Y | +1,585.2% | +433.6% | +1,151.6% | +1,383.8% |
| All | +137,736.4% | +1,576.0% | +136,160.4% | +87,840.0% |
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