+6,723.6%
AMAT vs RL
+1,625.1%
+5,098.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.9% |
| 7D | -11.2% | +5.8% | -17.0% | -13.1% |
| 30D | -31.9% | +12.7% | -44.6% | -35.0% |
| 3M | -32.3% | +9.3% | -41.7% | -34.9% |
| 6M | -5.4% | +16.9% | -22.3% | -11.6% |
| YTD | +44.3% | +17.5% | +26.8% | +34.5% |
| 1Y | +61.4% | +34.6% | +26.7% | +42.9% |
| 3Y | +170.6% | +273.2% | -102.6% | +63.2% |
| 5Y | +156.4% | +265.2% | -108.8% | +54.9% |
| 10Y | +1,356.4% | +406.7% | +949.7% | +623.8% |
| All | +6,723.6% | +1,625.1% | +5,098.4% | +1,917.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling