+58.5%
AMAT vs RSG
+22.8%
+35.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.3% |
| 7D | -1.1% | +0.3% | -1.4% | -0.1% |
| 30D | -26.9% | +13.8% | -40.7% | -11.9% |
| 3M | -31.2% | +15.4% | -46.6% | -15.1% |
| 6M | -14.7% | +24.1% | -38.8% | +13.8% |
| YTD | +44.7% | +17.8% | +26.9% | +88.3% |
| All | +58.5% | +22.8% | +35.7% | +109.5% |
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