+1,587.5%
AMAT vs RL
+313.2%
+1,274.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.4% |
| 7D | -1.5% | -0.8% | -0.7% | -1.1% |
| 30D | -14.8% | -7.8% | -7.0% | -12.0% |
| 3M | -9.3% | -4.0% | -5.3% | -8.0% |
| 6M | +27.4% | -1.9% | +29.3% | +27.3% |
| YTD | +77.6% | -0.2% | +77.7% | +75.7% |
| 1Y | +188.9% | +10.7% | +178.3% | +172.4% |
| 3Y | +202.3% | +210.8% | -8.5% | +78.3% |
| 5Y | +248.9% | +238.2% | +10.7% | +95.4% |
| All | +1,587.5% | +313.2% | +1,274.3% | +773.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling