+132.8%
AMAT vs RL
+244.8%
-111.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.2% | -9.9% |
| 7D | -24.3% | -4.7% | -19.6% | -22.2% |
| 30D | -39.8% | +3.6% | -43.4% | -40.7% |
| 3M | -40.2% | +0.5% | -40.7% | -40.5% |
| 6M | -22.1% | +6.6% | -28.7% | -25.3% |
| YTD | +24.7% | +8.8% | +15.8% | +17.8% |
| 1Y | +33.3% | +21.8% | +11.5% | +18.6% |
| All | +132.8% | +244.8% | -111.9% | +28.5% |
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