+142.7%
AMAT vs RL
+240.1%
-97.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.9% |
| 7D | -14.7% | -4.2% | -10.6% | -12.7% |
| 30D | -36.1% | +4.3% | -40.4% | -37.3% |
| 3M | -36.9% | -4.6% | -32.3% | -35.5% |
| 6M | -22.2% | +1.7% | -23.9% | -23.7% |
| YTD | +29.9% | +7.3% | +22.6% | +23.6% |
| 1Y | +43.3% | +20.8% | +22.5% | +27.9% |
| 3Y | +142.7% | +247.0% | -104.3% | +34.8% |
| All | +142.7% | +240.1% | -97.4% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling