+4,170.9%
AMAT vs RSP
+1,139.7%
+3,031.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.9% |
| 7D | -1.5% | -0.8% | -0.7% | -0.6% |
| 30D | -14.8% | -0.3% | -14.5% | -14.6% |
| 3M | -9.3% | +4.3% | -13.5% | -13.6% |
| 6M | +27.4% | +8.8% | +18.6% | +15.8% |
| YTD | +77.6% | +15.3% | +62.3% | +50.9% |
| 1Y | +188.9% | +18.3% | +170.7% | +138.8% |
| 3Y | +202.3% | +52.8% | +149.5% | +87.7% |
| 5Y | +248.9% | +51.7% | +197.2% | +129.0% |
| 10Y | +1,585.2% | +208.5% | +1,376.7% | +437.9% |
| All | +4,170.9% | +1,139.7% | +3,031.2% | +120.2% |
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