+193.4%
AMAT vs RVMD
+414.4%
-221.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.1% |
| 7D | +7.0% | -1.2% | +8.2% | +7.2% |
| 30D | -12.2% | +1.1% | -13.3% | -12.3% |
| 3M | -3.8% | +39.6% | -43.5% | -6.4% |
| 6M | +45.9% | +110.7% | -64.8% | +38.7% |
| YTD | +84.6% | +160.3% | -75.7% | +74.2% |
| 1Y | +193.4% | +404.9% | -211.6% | +148.6% |
| All | +193.4% | +414.4% | -221.1% | +148.6% |
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