+167.6%
AMAT vs RMD
-4.0%
+171.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.4% |
| 7D | +7.0% | -0.8% | +7.8% | +7.3% |
| 30D | -20.6% | +1.7% | -22.3% | -21.2% |
| 3M | -24.8% | +6.4% | -31.1% | -26.8% |
| 6M | -10.7% | +20.7% | -31.4% | -19.0% |
| YTD | +54.3% | -0.2% | +54.4% | +52.0% |
| 1Y | +73.7% | -4.5% | +78.2% | +74.4% |
| 3Y | +168.4% | +70.5% | +97.9% | +95.6% |
| 5Y | +167.6% | -1.6% | +169.2% | +161.1% |
| All | +167.6% | -4.0% | +171.5% | +161.1% |
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