+1,587.5%
AMAT vs RRC
+10.9%
+1,576.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | -1.5% | +1.3% | -2.8% | -1.8% |
| 30D | -14.8% | +10.1% | -24.9% | -16.4% |
| 3M | -9.3% | +4.0% | -13.3% | -10.4% |
| 6M | +27.4% | +1.6% | +25.8% | +25.9% |
| YTD | +77.6% | +19.7% | +57.9% | +69.9% |
| 1Y | +188.9% | +21.4% | +167.5% | +174.9% |
| 3Y | +202.3% | +29.7% | +172.6% | +182.0% |
| 5Y | +248.9% | +153.9% | +95.0% | +182.3% |
| All | +1,587.5% | +10.9% | +1,576.6% | +1,048.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling