+484.2%
AMAT vs RVMD
+609.5%
-125.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.1% | +7.3% | +10.5% |
| 7D | -1.1% | +6.4% | -7.4% | -2.1% |
| 30D | -26.9% | +5.5% | -32.4% | -27.6% |
| 3M | -31.2% | -2.4% | -28.8% | -30.8% |
| 6M | -14.7% | +41.1% | -55.8% | -20.1% |
| YTD | +44.7% | +151.3% | -106.6% | +16.9% |
| 1Y | +62.0% | +228.1% | -166.1% | +23.5% |
| 3Y | +165.0% | +899.8% | -734.8% | +56.1% |
| 5Y | +147.1% | +514.0% | -366.9% | +43.4% |
| All | +484.2% | +609.5% | -125.3% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling