+66.0%
AMAT vs RRC
+35.0%
+31.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.7% |
| 7D | +19.3% | +2.5% | +16.8% | +19.9% |
| 30D | -17.9% | +21.1% | -39.1% | -13.1% |
| 3M | -30.4% | +28.4% | -58.8% | -24.5% |
| 6M | -11.4% | +26.5% | -37.9% | -2.2% |
| YTD | +48.8% | +47.0% | +1.7% | +63.1% |
| 1Y | +66.0% | +35.2% | +30.8% | +86.3% |
| All | +66.0% | +35.0% | +31.0% | +86.3% |
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