+57.2%
AA vs RL
+1,366.2%
-1,309.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -3.0% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +5.0% | -7.8% | +12.8% | +8.4% |
| 3M | -35.8% | -4.0% | -31.8% | -35.1% |
| 6M | -18.4% | -1.9% | -16.5% | -19.3% |
| YTD | -5.5% | -0.2% | -5.3% | -7.4% |
| 1Y | +61.0% | +10.7% | +50.3% | +50.9% |
| 3Y | +66.2% | +210.8% | -144.5% | -2.7% |
| 5Y | +11.4% | +238.2% | -226.8% | -38.3% |
| 10Y | +116.9% | +313.4% | -196.5% | +6.4% |
| All | +57.2% | +1,366.2% | -1,309.0% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 all: compounded portfolio wealth divided by compounded RL 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…
all analysis · Full analysis span regression · 6 months rolling