+1,362.0%
AMAT vs RSG
+452.6%
+909.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.0% | -4.2% |
| 7D | +19.3% | +1.4% | +17.9% | +18.5% |
| 30D | -17.9% | +15.0% | -33.0% | -23.9% |
| 3M | -30.4% | +18.5% | -48.9% | -36.7% |
| 6M | -11.4% | +25.8% | -37.2% | -23.8% |
| YTD | +48.8% | +20.8% | +27.9% | +29.5% |
| 1Y | +66.0% | +24.8% | +41.2% | +41.0% |
| 3Y | +158.8% | +65.9% | +92.9% | +68.4% |
| 5Y | +153.2% | +99.1% | +54.1% | +38.9% |
| All | +1,362.0% | +452.6% | +909.4% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling