+147.1%
AMAT vs RKT
-7.1%
+154.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +11.4% | -9.0% | +20.3% | +13.6% |
| 30D | -17.0% | +30.2% | -47.2% | -22.4% |
| 3M | -30.6% | -8.8% | -21.8% | -29.8% |
| 6M | -14.9% | -0.9% | -14.0% | -16.5% |
| YTD | +44.7% | -29.2% | +73.9% | +52.1% |
| 1Y | +66.9% | -20.1% | +86.9% | +70.3% |
| 3Y | +153.3% | +81.3% | +72.0% | +76.6% |
| All | +147.1% | -7.1% | +154.2% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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