+58.5%
AMAT vs RRX
+31.7%
+26.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.9% | +4.4% | +6.4% |
| 7D | -1.1% | +12.3% | -13.4% | -8.6% |
| 30D | -26.9% | +9.5% | -36.5% | -31.2% |
| 3M | -31.2% | +1.8% | -33.0% | -32.1% |
| 6M | -14.7% | -15.3% | +0.6% | -4.7% |
| YTD | +44.7% | +29.6% | +15.1% | +36.3% |
| All | +58.5% | +31.7% | +26.8% | +48.9% |
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