+202.4%
AMAT vs RGTI
+4.3%
+198.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.0% | +3.4% | -2.9% |
| 7D | +19.3% | +4.9% | +14.5% | +18.6% |
| 30D | -17.9% | -19.2% | +1.2% | -16.4% |
| 3M | -30.4% | -43.9% | +13.5% | -26.8% |
| 6M | -11.4% | -45.8% | +34.4% | -7.2% |
| YTD | +48.8% | -53.4% | +102.1% | +56.6% |
| 1Y | +66.0% | -63.5% | +129.5% | +77.3% |
| 3Y | +158.8% | +964.9% | -806.1% | +82.6% |
| 5Y | +153.2% | -2.1% | +155.3% | +126.0% |
| All | +202.4% | +4.3% | +198.1% | +159.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling