+132.8%
AMAT vs RVTY
+73.0%
+59.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.4% | -8.2% | -11.3% |
| 7D | -24.3% | -9.0% | -15.3% | -21.1% |
| 30D | -39.8% | -1.6% | -38.2% | -39.1% |
| 3M | -40.2% | +31.2% | -71.4% | -46.7% |
| 6M | -22.1% | +63.6% | -85.7% | -37.4% |
| YTD | +24.7% | +56.3% | -31.6% | +1.1% |
| 1Y | +33.3% | +63.3% | -30.1% | +5.8% |
| All | +132.8% | +73.0% | +59.8% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling