+1,315.3%
AMAT vs RL
+397.7%
+917.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.8% | +5.5% | +8.8% |
| 7D | -1.1% | +0.2% | -1.3% | -0.9% |
| 30D | -26.9% | +7.3% | -34.3% | -29.0% |
| 3M | -31.2% | +1.0% | -32.2% | -31.6% |
| 6M | -14.7% | +11.8% | -26.5% | -19.6% |
| YTD | +44.7% | +13.6% | +31.1% | +35.3% |
| 1Y | +62.0% | +24.0% | +37.9% | +45.5% |
| 3Y | +165.0% | +256.6% | -91.6% | +47.4% |
| 5Y | +147.1% | +240.2% | -93.1% | +37.2% |
| 10Y | +1,315.3% | +373.0% | +942.3% | +590.6% |
| All | +1,315.3% | +397.7% | +917.6% | +590.6% |
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