+203.0%
AMAT vs RSP
+53.0%
+150.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +5.1% |
| 7D | -1.5% | -0.8% | -0.7% | -0.3% |
| 30D | -14.8% | -0.3% | -14.5% | -14.5% |
| 3M | -9.3% | +4.3% | -13.5% | -15.3% |
| 6M | +27.4% | +8.8% | +18.6% | +11.5% |
| YTD | +77.6% | +15.3% | +62.3% | +42.6% |
| 1Y | +188.9% | +18.3% | +170.7% | +123.6% |
| All | +203.0% | +53.0% | +150.0% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling