+1,665.8%
AMAT vs RSG
+415.1%
+1,250.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +7.0% | -0.7% | +7.7% | +7.4% |
| 30D | -12.2% | +3.3% | -15.5% | -13.8% |
| 3M | -3.8% | +8.5% | -12.3% | -9.7% |
| 6M | +45.9% | -3.5% | +49.5% | +45.4% |
| YTD | +84.6% | +5.5% | +79.1% | +73.0% |
| 1Y | +193.4% | -1.7% | +195.1% | +186.1% |
| 3Y | +228.1% | +56.9% | +171.2% | +115.0% |
| 5Y | +268.9% | +89.4% | +179.5% | +101.3% |
| 10Y | +1,665.8% | +412.5% | +1,253.2% | +322.0% |
| All | +1,665.8% | +415.1% | +1,250.7% | +322.0% |
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