+2,898.6%
AMAT vs RSP
+1,132.2%
+1,766.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -10.0% |
| 7D | -24.3% | -1.4% | -22.8% | -22.7% |
| 30D | -39.8% | +2.1% | -41.9% | -41.3% |
| 3M | -40.2% | -0.9% | -39.2% | -39.6% |
| 6M | -22.1% | +7.5% | -29.6% | -28.5% |
| YTD | +24.7% | +14.6% | +10.1% | +6.8% |
| 1Y | +33.3% | +17.6% | +15.6% | +10.7% |
| 3Y | +133.9% | +60.8% | +73.1% | +36.8% |
| 5Y | +117.1% | +46.1% | +70.9% | +48.6% |
| 10Y | +1,158.7% | +221.4% | +937.3% | +284.8% |
| All | +2,898.6% | +1,132.2% | +1,766.4% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling