+66.0%
AMAT vs RL
+17.3%
+48.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +19.3% | +2.4% | +17.0% | +18.0% |
| 30D | -17.9% | +4.6% | -22.5% | -19.1% |
| 3M | -30.4% | -1.1% | -29.3% | -29.8% |
| 6M | -11.4% | +16.5% | -28.0% | -18.2% |
| YTD | +48.8% | +11.4% | +37.4% | +39.7% |
| 1Y | +66.0% | +16.1% | +49.9% | +53.7% |
| All | +66.0% | +17.3% | +48.8% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling