+247.2%
AMAT vs RMD
-19.3%
+266.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | -5.0% | +3.5% | +0.3% |
| 30D | -14.8% | +2.2% | -17.0% | -15.7% |
| 3M | -9.3% | +17.8% | -27.1% | -16.3% |
| 6M | +27.4% | -11.3% | +38.7% | +32.7% |
| YTD | +77.6% | -4.4% | +82.0% | +78.4% |
| 1Y | +188.9% | -15.7% | +204.7% | +206.3% |
| 3Y | +202.3% | +47.7% | +154.5% | +137.9% |
| All | +247.2% | -19.3% | +266.5% | +251.8% |
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