+8,178.7%
AMAT vs RSG
+2,015.2%
+6,163.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -14.8% | +7.6% | -22.4% | -16.9% |
| 3M | -9.3% | +7.4% | -16.7% | -12.4% |
| 6M | +27.4% | -3.3% | +30.7% | +26.7% |
| YTD | +77.6% | +6.0% | +71.6% | +70.9% |
| 1Y | +188.9% | -3.7% | +192.6% | +186.3% |
| 3Y | +202.3% | +59.1% | +143.2% | +147.8% |
| 5Y | +248.9% | +89.0% | +159.9% | +168.3% |
| 10Y | +1,585.2% | +412.5% | +1,172.7% | +858.4% |
| All | +8,178.7% | +2,015.2% | +6,163.4% | +2,903.0% |
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 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