+147.1%
AMAT vs RVTY
-15.1%
+162.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -1.9% |
| 7D | +11.4% | -0.5% | +11.8% | +11.8% |
| 30D | -17.0% | +1.5% | -18.6% | -17.2% |
| 3M | -30.6% | +31.5% | -62.1% | -39.4% |
| 6M | -14.9% | +62.7% | -77.6% | -33.6% |
| YTD | +44.7% | +60.0% | -15.3% | +12.5% |
| 1Y | +66.9% | +65.7% | +1.2% | +27.2% |
| 3Y | +153.3% | +85.2% | +68.1% | +73.4% |
| All | +147.1% | -15.1% | +162.2% | +165.8% |
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 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