+193.4%
AMAT vs RRX
+13.4%
+180.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.6% |
| 7D | +7.0% | +4.3% | +2.7% | +4.0% |
| 30D | -12.2% | -8.0% | -4.2% | -7.2% |
| 3M | -3.8% | -22.0% | +18.2% | +13.8% |
| 6M | +45.9% | -11.9% | +57.8% | +61.2% |
| YTD | +84.6% | +17.1% | +67.5% | +76.8% |
| 1Y | +193.4% | +14.9% | +178.5% | +188.2% |
| All | +193.4% | +13.4% | +180.0% | +188.2% |
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