+153.3%
AMAT vs RNG
+179.0%
-25.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.1% | -2.7% |
| 7D | +11.4% | +4.6% | +6.7% | +11.1% |
| 30D | -17.0% | +0.4% | -17.5% | -16.9% |
| 3M | -30.6% | +11.4% | -42.0% | -30.9% |
| 6M | -14.9% | +95.7% | -110.6% | -19.4% |
| YTD | +44.7% | +162.9% | -118.2% | +27.2% |
| 1Y | +66.9% | +180.3% | -113.4% | +44.6% |
| 3Y | +153.3% | +188.3% | -35.1% | +120.2% |
| All | +153.3% | +179.0% | -25.7% | +120.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling