+43.3%
AMAT vs RRC
+31.6%
+11.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +3.7% |
| 7D | -14.7% | -10.8% | -3.9% | -16.7% |
| 30D | -36.1% | +22.3% | -58.4% | -31.4% |
| 3M | -36.9% | +26.6% | -63.5% | -31.1% |
| 6M | -22.2% | +18.9% | -41.1% | -14.8% |
| YTD | +29.9% | +39.2% | -9.3% | +42.7% |
| 1Y | +43.3% | +34.0% | +9.3% | +58.6% |
| All | +43.3% | +31.6% | +11.7% | +58.6% |
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 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