+126.7%
AMAT vs RMD
-5.3%
+132.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.8% |
| 7D | -14.7% | +2.3% | -17.0% | -15.5% |
| 30D | -36.1% | +4.1% | -40.2% | -37.1% |
| 3M | -36.9% | +5.7% | -42.6% | -38.6% |
| 6M | -22.2% | +12.9% | -35.1% | -27.4% |
| YTD | +29.9% | -1.5% | +31.4% | +28.6% |
| 1Y | +43.3% | -4.8% | +48.0% | +43.7% |
| 3Y | +142.7% | +57.5% | +85.2% | +84.3% |
| All | +126.7% | -5.3% | +132.0% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling