+261.0%
AMAT vs RGTI
+53.5%
+207.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -2.5% | +1.0% | -1.3% |
| 30D | -14.8% | -9.4% | -5.4% | -14.1% |
| 3M | -9.3% | -37.1% | +27.8% | -5.7% |
| 6M | +27.4% | -14.4% | +41.8% | +27.9% |
| YTD | +77.6% | -31.4% | +108.9% | +80.6% |
| 1Y | +188.9% | +0.5% | +188.4% | +181.4% |
| 3Y | +202.3% | +726.1% | -523.8% | +115.2% |
| 5Y | +248.9% | +56.2% | +192.7% | +194.9% |
| All | +261.0% | +53.5% | +207.5% | +199.5% |
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