+188.9%
AMAT vs RVMD
+430.6%
-241.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | -14.8% | +6.4% | -21.2% | -15.4% |
| 3M | -9.3% | +34.9% | -44.2% | -11.6% |
| 6M | +27.4% | +107.6% | -80.2% | +21.1% |
| YTD | +77.6% | +163.7% | -86.1% | +66.9% |
| 1Y | +188.9% | +439.2% | -250.3% | +139.5% |
| All | +188.9% | +430.6% | -241.7% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling