+153.3%
AMAT vs RVMD
+781.3%
-628.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.2% |
| 7D | +11.4% | -10.4% | +21.8% | +14.0% |
| 30D | -17.0% | -11.0% | -6.1% | -14.8% |
| 3M | -30.6% | -14.7% | -15.9% | -28.2% |
| 6M | -14.9% | +14.9% | -29.9% | -16.5% |
| YTD | +44.7% | +116.3% | -71.6% | +22.1% |
| 1Y | +66.9% | +167.6% | -100.7% | +32.7% |
| 3Y | +153.3% | +776.8% | -623.5% | +34.7% |
| All | +153.3% | +781.3% | -628.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling