+1,315.3%
AMAT vs RNG
+259.3%
+1,056.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.1% |
| 7D | -1.1% | -6.2% | +5.2% | +0.5% |
| 30D | -26.9% | -8.0% | -18.9% | -25.5% |
| 3M | -31.2% | +15.7% | -46.9% | -33.9% |
| 6M | -14.7% | +60.3% | -75.0% | -26.4% |
| YTD | +44.7% | +153.8% | -109.1% | +5.6% |
| 1Y | +62.0% | +172.2% | -110.2% | +15.8% |
| 3Y | +165.0% | +174.8% | -9.9% | +77.6% |
| 5Y | +147.1% | -68.6% | +215.7% | +183.9% |
| 10Y | +1,315.3% | +248.2% | +1,067.1% | +599.6% |
| All | +1,315.3% | +259.3% | +1,056.0% | +599.6% |
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