+126.7%
AMAT vs RSP
+45.0%
+81.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.8% |
| 7D | -14.7% | -1.0% | -13.7% | -13.0% |
| 30D | -36.1% | +2.6% | -38.7% | -38.7% |
| 3M | -36.9% | -0.8% | -36.1% | -36.2% |
| 6M | -22.2% | +6.3% | -28.5% | -29.6% |
| YTD | +29.9% | +14.1% | +15.8% | +5.5% |
| 1Y | +43.3% | +18.0% | +25.2% | +10.3% |
| 3Y | +142.7% | +61.0% | +81.6% | +14.7% |
| All | +126.7% | +45.0% | +81.8% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling