+58.5%
AMAT vs RNG
+169.5%
-111.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.0% | +10.4% | +11.5% |
| 7D | -1.1% | -6.2% | +5.2% | -1.7% |
| 30D | -26.9% | -8.0% | -18.9% | -27.5% |
| 3M | -31.2% | +15.7% | -46.9% | -29.3% |
| 6M | -14.7% | +60.3% | -75.0% | -7.2% |
| YTD | +44.7% | +153.8% | -109.1% | +58.4% |
| All | +58.5% | +169.5% | -111.0% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling