+1,162.1%
AMAT vs RVTY
+206.3%
+955.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.6% |
| 7D | -14.7% | -1.2% | -13.5% | -13.9% |
| 30D | -36.1% | +1.0% | -37.1% | -36.3% |
| 3M | -36.9% | +35.8% | -72.7% | -47.6% |
| 6M | -22.2% | +56.7% | -78.9% | -41.2% |
| YTD | +29.9% | +60.7% | -30.8% | -4.6% |
| 1Y | +43.3% | +73.7% | -30.4% | 0.0% |
| 3Y | +142.7% | +82.8% | +59.9% | +54.0% |
| 5Y | +126.2% | -7.0% | +133.2% | +119.7% |
| All | +1,162.1% | +206.3% | +955.8% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling