+2,398.3%
AMAT vs RNG
+328.0%
+2,070.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -2.5% | -6.0% | +3.6% | -1.0% |
| 30D | -26.5% | -7.4% | -19.2% | -25.2% |
| 3M | -28.6% | +14.6% | -43.2% | -31.1% |
| 6M | -14.2% | +61.5% | -75.8% | -26.0% |
| YTD | +45.5% | +155.7% | -110.2% | +7.1% |
| 1Y | +59.3% | +172.5% | -113.1% | +15.2% |
| 3Y | +153.1% | +168.0% | -14.9% | +73.8% |
| 5Y | +158.2% | -73.8% | +231.9% | +203.6% |
| 10Y | +1,370.8% | +240.3% | +1,130.5% | +734.9% |
| All | +2,398.3% | +328.0% | +2,070.2% | +1,233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling