+126.7%
AMAT vs RVTY
-7.4%
+134.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.9% |
| 7D | -14.7% | -1.2% | -13.5% | -14.0% |
| 30D | -36.1% | +1.0% | -37.1% | -36.2% |
| 3M | -36.9% | +35.8% | -72.7% | -45.8% |
| 6M | -22.2% | +56.7% | -78.9% | -38.3% |
| YTD | +29.9% | +60.7% | -30.8% | +0.7% |
| 1Y | +43.3% | +73.7% | -30.4% | +6.4% |
| 3Y | +142.7% | +82.8% | +59.9% | +67.2% |
| All | +126.7% | -7.4% | +134.2% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling