+1,162.1%
AMAT vs RL
+356.1%
+806.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.8% |
| 7D | -14.7% | -4.2% | -10.6% | -13.0% |
| 30D | -36.1% | +4.3% | -40.4% | -37.2% |
| 3M | -36.9% | -4.6% | -32.3% | -35.7% |
| 6M | -22.2% | +1.7% | -23.9% | -23.6% |
| YTD | +29.9% | +7.3% | +22.6% | +24.4% |
| 1Y | +43.3% | +20.8% | +22.5% | +30.0% |
| 3Y | +142.7% | +247.0% | -104.3% | +36.7% |
| 5Y | +126.2% | +225.5% | -99.2% | +28.2% |
| All | +1,162.1% | +356.1% | +806.0% | +529.8% |
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