+8,299.4%
AMAT vs RL
+1,366.2%
+6,933.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.0% | +2.3% | +3.6% |
| 7D | -1.5% | -0.8% | -0.7% | -1.2% |
| 30D | -14.8% | -7.8% | -7.0% | -12.4% |
| 3M | -9.3% | -4.0% | -5.3% | -8.2% |
| 6M | +27.4% | -1.9% | +29.3% | +27.5% |
| YTD | +77.6% | -0.2% | +77.7% | +76.3% |
| 1Y | +188.9% | +10.7% | +178.3% | +175.7% |
| 3Y | +202.3% | +210.8% | -8.5% | +95.3% |
| 5Y | +248.9% | +238.2% | +10.7% | +117.0% |
| 10Y | +1,585.2% | +313.4% | +1,271.8% | +803.8% |
| All | +8,299.4% | +1,366.2% | +6,933.2% | +2,545.0% |
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