+117.1%
AMAT vs RL
+232.3%
-115.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -7.3% | -6.2% | -9.5% |
| 7D | -24.3% | -4.7% | -19.6% | -22.0% |
| 30D | -39.8% | +3.6% | -43.4% | -40.9% |
| 3M | -40.2% | +0.5% | -40.7% | -40.6% |
| 6M | -22.1% | +6.6% | -28.7% | -26.0% |
| YTD | +24.7% | +8.8% | +15.8% | +16.6% |
| 1Y | +33.3% | +21.8% | +11.5% | +16.4% |
| 3Y | +133.9% | +245.8% | -112.0% | +3.3% |
| 5Y | +117.1% | +230.0% | -112.9% | -6.4% |
| All | +117.1% | +232.3% | -115.2% | -6.4% |
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