+147.1%
AMAT vs RGTI
-9.6%
+156.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.9% | +4.1% | -2.1% |
| 7D | +11.4% | -18.1% | +29.5% | +13.5% |
| 30D | -17.0% | -17.6% | +0.6% | -15.6% |
| 3M | -30.6% | -48.3% | +17.7% | -26.4% |
| 6M | -14.9% | -47.8% | +32.8% | -10.5% |
| YTD | +44.7% | -56.6% | +101.3% | +53.4% |
| 1Y | +66.9% | -61.8% | +128.7% | +77.9% |
| 3Y | +153.3% | +807.5% | -654.2% | +81.4% |
| All | +147.1% | -9.6% | +156.7% | +118.6% |
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