+61.4%
AMAT vs RRX
+30.0%
+31.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -0.8% |
| 7D | -11.2% | +7.6% | -18.8% | -15.9% |
| 30D | -31.9% | +7.5% | -39.4% | -35.5% |
| 3M | -32.3% | -21.0% | -11.3% | -22.1% |
| 6M | -5.4% | -18.1% | +12.7% | +7.6% |
| YTD | +44.3% | +24.3% | +20.0% | +38.0% |
| 1Y | +61.4% | +29.3% | +32.1% | +53.2% |
| All | +61.4% | +30.0% | +31.4% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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