+247.2%
AMAT vs RVMD
+627.7%
-380.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.8% |
| 3M | -9.3% | +34.9% | -44.2% | -13.9% |
| 6M | +27.4% | +107.6% | -80.2% | +9.9% |
| YTD | +77.6% | +163.7% | -86.1% | +44.3% |
| 1Y | +188.9% | +439.2% | -250.3% | +101.7% |
| 3Y | +202.3% | +499.2% | -296.9% | +98.2% |
| All | +247.2% | +627.7% | -380.5% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling