+147.1%
AMAT vs RRC
+111.3%
+35.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.3% |
| 7D | -1.1% | -10.3% | +9.3% | +1.4% |
| 30D | -26.9% | +19.5% | -46.4% | -30.1% |
| 3M | -31.2% | +27.9% | -59.1% | -35.5% |
| 6M | -14.7% | +21.2% | -35.9% | -19.4% |
| YTD | +44.7% | +39.6% | +5.1% | +30.3% |
| 1Y | +62.0% | +31.3% | +30.7% | +48.0% |
| 3Y | +165.0% | +51.9% | +113.0% | +129.7% |
| 5Y | +147.1% | +110.2% | +36.9% | +87.8% |
| All | +147.1% | +111.3% | +35.8% | +87.8% |
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