+1,591.4%
AMAT vs RNG
+234.2%
+1,357.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +5.2% |
| 7D | -1.5% | +5.8% | -7.3% | -2.9% |
| 30D | -14.8% | +19.6% | -34.4% | -18.5% |
| 3M | -9.3% | +67.0% | -76.3% | -21.8% |
| 6M | +27.4% | +88.4% | -61.0% | +4.1% |
| YTD | +77.6% | +155.5% | -77.9% | +29.7% |
| 1Y | +188.9% | +141.7% | +47.3% | +113.5% |
| 3Y | +202.3% | +131.1% | +71.2% | +112.6% |
| 5Y | +248.9% | -70.6% | +319.5% | +308.7% |
| All | +1,591.4% | +234.2% | +1,357.2% | +694.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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