+126.7%
AMAT vs RL
+226.8%
-100.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +5.0% |
| 7D | -14.7% | -4.2% | -10.6% | -12.5% |
| 30D | -36.1% | +4.3% | -40.4% | -37.5% |
| 3M | -36.9% | -4.6% | -32.3% | -35.4% |
| 6M | -22.2% | +1.7% | -23.9% | -24.1% |
| YTD | +29.9% | +7.3% | +22.6% | +22.4% |
| 1Y | +43.3% | +20.8% | +22.5% | +25.6% |
| 3Y | +142.7% | +247.0% | -104.3% | +6.7% |
| All | +126.7% | +226.8% | -100.1% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling