+61.4%
AMAT vs RSG
+19.5%
+41.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -1.9% |
| 7D | -11.2% | +5.1% | -16.3% | -4.7% |
| 30D | -31.9% | +15.3% | -47.2% | -16.9% |
| 3M | -32.3% | +18.6% | -50.9% | -14.2% |
| 6M | -5.4% | +19.5% | -24.9% | +22.5% |
| YTD | +44.3% | +17.2% | +27.1% | +85.3% |
| 1Y | +61.4% | +19.6% | +41.8% | +110.9% |
| All | +61.4% | +19.5% | +41.8% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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