+58.5%
AMAT vs RRC
+28.5%
+30.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.4% |
| 7D | -1.1% | -10.3% | +9.3% | -3.3% |
| 30D | -26.9% | +19.5% | -46.4% | -22.2% |
| 3M | -31.2% | +27.9% | -59.1% | -24.8% |
| 6M | -14.7% | +21.2% | -35.9% | -6.5% |
| YTD | +44.7% | +39.6% | +5.1% | +58.5% |
| All | +58.5% | +28.5% | +30.0% | +75.1% |
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