+1,315.3%
AMAT vs RRX
+238.3%
+1,077.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.9% | +4.4% | +7.0% |
| 7D | -1.1% | +12.3% | -13.4% | -7.9% |
| 30D | -26.9% | +9.5% | -36.5% | -30.7% |
| 3M | -31.2% | +1.8% | -33.0% | -31.9% |
| 6M | -14.7% | -15.3% | +0.6% | -4.9% |
| YTD | +44.7% | +29.6% | +15.1% | +22.8% |
| 1Y | +62.0% | +34.1% | +27.9% | +33.9% |
| 3Y | +165.0% | +74.0% | +90.9% | +74.1% |
| 5Y | +147.1% | +14.7% | +132.4% | +104.1% |
| 10Y | +1,315.3% | +229.4% | +1,085.9% | +546.6% |
| All | +1,315.3% | +238.3% | +1,077.0% | +546.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling