+268.9%
AMAT vs RGTI
+64.2%
+204.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +3.6% |
| 7D | +7.0% | +5.5% | +1.5% | +6.5% |
| 30D | -12.2% | -11.9% | -0.3% | -11.3% |
| 3M | -3.8% | -27.4% | +23.5% | -1.3% |
| 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% | +134.1% |
| 5Y | +268.9% | +64.2% | +204.8% | +192.9% |
| All | +268.9% | +64.2% | +204.8% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling