+6,646.4%
AMAT vs RSG
+2,251.5%
+4,394.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | 0.0% | +11.4% | +11.4% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | -26.9% | +13.8% | -40.7% | -30.3% |
| 3M | -31.2% | +15.4% | -46.6% | -34.9% |
| 6M | -14.7% | +24.1% | -38.8% | -22.2% |
| YTD | +44.7% | +17.8% | +26.9% | +33.6% |
| 1Y | +62.0% | +21.5% | +40.5% | +47.7% |
| 3Y | +165.0% | +63.3% | +101.6% | +114.6% |
| 5Y | +147.1% | +97.3% | +49.8% | +86.5% |
| 10Y | +1,315.3% | +448.1% | +867.2% | +680.8% |
| All | +6,646.4% | +2,251.5% | +4,394.9% | +2,247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling