+1,162.1%
AMAT vs RSP
+215.0%
+947.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.8% |
| 7D | -14.7% | -1.0% | -13.7% | -13.2% |
| 30D | -36.1% | +2.6% | -38.7% | -38.4% |
| 3M | -36.9% | -0.8% | -36.1% | -36.3% |
| 6M | -22.2% | +6.3% | -28.5% | -28.8% |
| YTD | +29.9% | +14.1% | +15.8% | +7.9% |
| 1Y | +43.3% | +18.0% | +25.2% | +13.3% |
| 3Y | +142.7% | +61.0% | +81.6% | +24.7% |
| 5Y | +126.2% | +45.6% | +80.6% | +40.0% |
| All | +1,162.1% | +215.0% | +947.1% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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