+158.2%
AMAT vs RKT
-2.0%
+160.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.6% |
| 7D | -2.5% | +4.6% | -7.1% | -3.5% |
| 30D | -26.5% | +25.9% | -52.4% | -30.7% |
| 3M | -28.6% | +5.0% | -33.6% | -30.1% |
| 6M | -14.2% | -7.9% | -6.3% | -14.3% |
| YTD | +45.5% | -25.4% | +70.8% | +51.1% |
| 1Y | +59.3% | -15.4% | +74.7% | +60.5% |
| 3Y | +153.1% | +83.3% | +69.8% | +77.3% |
| 5Y | +158.2% | -0.8% | +159.0% | +102.9% |
| All | +158.2% | -2.0% | +160.1% | +102.9% |
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