+61.4%
AMAT vs RRC
+44.7%
+16.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.3% | -4.1% |
| 7D | -11.2% | -6.8% | -4.4% | -12.6% |
| 30D | -31.9% | +34.7% | -66.6% | -25.3% |
| 3M | -32.3% | +31.5% | -63.9% | -25.9% |
| 6M | -5.4% | +21.8% | -27.2% | +4.5% |
| YTD | +44.3% | +48.9% | -4.6% | +60.0% |
| 1Y | +61.4% | +42.1% | +19.3% | +80.7% |
| All | +61.4% | +44.7% | +16.7% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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