+5,957.6%
AMAT vs RSG
+2,252.1%
+3,705.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.5% |
| 7D | -14.7% | +1.2% | -15.9% | -15.1% |
| 30D | -36.1% | +14.2% | -50.3% | -39.2% |
| 3M | -36.9% | +18.2% | -55.0% | -40.7% |
| 6M | -22.2% | +24.4% | -46.6% | -29.1% |
| YTD | +29.9% | +17.9% | +12.1% | +19.9% |
| 1Y | +43.3% | +22.3% | +20.9% | +30.3% |
| 3Y | +142.7% | +65.1% | +77.5% | +95.8% |
| 5Y | +126.2% | +97.9% | +28.3% | +70.5% |
| 10Y | +1,211.7% | +464.6% | +747.1% | +617.5% |
| All | +5,957.6% | +2,252.1% | +3,705.4% | +2,007.8% |
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