-5.4%
AMAT vs RSP
+11.2%
-16.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.1% | -5.3% |
| 7D | -11.2% | +2.7% | -13.9% | -13.9% |
| 30D | -31.9% | +5.8% | -37.7% | -36.7% |
| 3M | -32.3% | +1.8% | -34.1% | -33.3% |
| 6M | -5.4% | +11.6% | -17.0% | -28.4% |
| All | -5.4% | +11.2% | -16.6% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling