+126.7%
AMAT vs RRC
+110.6%
+16.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.9% | +7.1% | +4.9% |
| 7D | -14.7% | -10.8% | -3.9% | -12.5% |
| 30D | -36.1% | +22.3% | -58.4% | -39.2% |
| 3M | -36.9% | +26.6% | -63.5% | -40.7% |
| 6M | -22.2% | +18.9% | -41.1% | -26.2% |
| YTD | +29.9% | +39.2% | -9.3% | +17.1% |
| 1Y | +43.3% | +34.0% | +9.3% | +30.1% |
| 3Y | +142.7% | +42.0% | +100.7% | +113.7% |
| All | +126.7% | +110.6% | +16.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling