-22.2%
AMAT vs RRX
-25.1%
+2.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.5% | -1.3% | -0.4% |
| 7D | -14.7% | +7.5% | -22.2% | -19.9% |
| 30D | -36.1% | +3.0% | -39.1% | -37.6% |
| 3M | -36.9% | -5.3% | -31.5% | -33.7% |
| 6M | -22.2% | -26.6% | +4.4% | -0.1% |
| All | -22.2% | -25.1% | +2.9% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling