+147.1%
AMAT vs RVTY
-6.1%
+153.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +3.6% | +7.8% | +9.6% |
| 7D | -1.1% | +6.0% | -7.1% | -3.4% |
| 30D | -26.9% | +4.3% | -31.2% | -28.0% |
| 3M | -31.2% | +40.2% | -71.4% | -41.8% |
| 6M | -14.7% | +59.3% | -74.0% | -32.8% |
| YTD | +44.7% | +66.5% | -21.8% | +10.4% |
| 1Y | +62.0% | +77.5% | -15.5% | +19.3% |
| 3Y | +165.0% | +92.5% | +72.5% | +78.1% |
| 5Y | +147.1% | -6.8% | +153.9% | +154.7% |
| All | +147.1% | -6.1% | +153.2% | +154.7% |
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