+1,416.2%
AMAT vs RRX
+211.2%
+1,205.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.5% | +4.5% | +5.1% |
| 7D | +7.0% | +5.4% | +1.6% | +4.2% |
| 30D | -20.6% | +12.0% | -32.6% | -25.8% |
| 3M | -24.8% | +6.1% | -30.9% | -27.4% |
| 6M | -10.7% | -13.2% | +2.5% | -1.9% |
| YTD | +54.3% | +31.0% | +23.3% | +30.1% |
| 1Y | +73.7% | +38.8% | +35.0% | +40.7% |
| 3Y | +168.4% | +70.3% | +98.1% | +78.6% |
| 5Y | +167.6% | +15.5% | +152.0% | +119.9% |
| All | +1,416.2% | +211.2% | +1,205.1% | +529.5% |
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