+228.1%
AMAT vs RGTI
+714.9%
-486.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.6% |
| 7D | +7.0% | +5.5% | +1.5% | +6.4% |
| 30D | -12.2% | -11.9% | -0.3% | -11.2% |
| 3M | -3.8% | -27.4% | +23.5% | -1.2% |
| 6M | +45.9% | -7.1% | +53.0% | +45.4% |
| YTD | +84.6% | -28.6% | +113.3% | +87.1% |
| 1Y | +193.4% | +4.4% | +189.0% | +184.7% |
| 3Y | +228.1% | +698.5% | -470.4% | +127.1% |
| All | +228.1% | +714.9% | -486.9% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 3y: compounded portfolio wealth divided by compounded RGTI 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…
3y analysis · Full analysis span regression · 6 months rolling