+1,170.8%
AMAT vs RNG
+255.8%
+915.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.9% |
| 7D | -14.7% | -11.3% | -3.4% | -12.2% |
| 30D | -36.1% | -5.7% | -30.4% | -35.2% |
| 3M | -36.9% | +16.8% | -53.6% | -39.5% |
| 6M | -22.2% | +58.5% | -80.7% | -32.7% |
| YTD | +29.9% | +151.3% | -121.4% | -5.0% |
| 1Y | +43.3% | +169.0% | -125.7% | +2.7% |
| 3Y | +142.7% | +156.9% | -14.2% | +65.6% |
| 5Y | +126.2% | -69.0% | +195.2% | +160.6% |
| All | +1,170.8% | +255.8% | +915.0% | +529.4% |
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