+1,315.3%
AMAT vs RMD
+360.8%
+954.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.2% | +11.2% | +11.3% |
| 7D | -1.1% | +1.2% | -2.3% | -1.8% |
| 30D | -26.9% | +2.5% | -29.4% | -28.1% |
| 3M | -31.2% | +11.5% | -42.7% | -35.4% |
| 6M | -14.7% | +14.7% | -29.4% | -23.0% |
| YTD | +44.7% | -1.3% | +46.0% | +40.7% |
| 1Y | +62.0% | -5.3% | +67.2% | +60.6% |
| 3Y | +165.0% | +68.8% | +96.2% | +83.0% |
| 5Y | +147.1% | -5.9% | +153.0% | +132.0% |
| 10Y | +1,315.3% | +348.7% | +966.6% | +530.2% |
| All | +1,315.3% | +360.8% | +954.5% | +530.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling