+247.2%
AMAT vs RRX
+18.4%
+228.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.2% |
| 7D | -1.5% | +3.4% | -5.0% | -3.5% |
| 30D | -14.8% | -11.1% | -3.7% | -8.8% |
| 3M | -9.3% | -23.7% | +14.5% | +6.8% |
| 6M | +27.4% | -22.0% | +49.4% | +47.1% |
| YTD | +77.6% | +16.5% | +61.1% | +63.6% |
| 1Y | +188.9% | +11.5% | +177.4% | +171.0% |
| 3Y | +202.3% | +1.5% | +200.8% | +187.4% |
| All | +247.2% | +18.4% | +228.9% | +202.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling