+1,416.2%
AMAT vs RVTY
+219.4%
+1,196.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.4% |
| 7D | +7.0% | -0.7% | +7.7% | +7.9% |
| 30D | -20.6% | +1.7% | -22.3% | -21.0% |
| 3M | -24.8% | +36.8% | -61.6% | -37.7% |
| 6M | -10.7% | +60.1% | -70.8% | -33.3% |
| YTD | +54.3% | +64.0% | -9.7% | +12.1% |
| 1Y | +73.7% | +68.2% | +5.5% | +23.9% |
| 3Y | +168.4% | +88.8% | +79.6% | +67.1% |
| 5Y | +167.6% | -10.5% | +178.1% | +168.6% |
| All | +1,416.2% | +219.4% | +1,196.9% | +498.1% |
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