+6.1%
AS vs RL
+16.8%
-10.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.3% |
| 7D | +6.9% | -4.2% | +11.1% | +9.4% |
| 30D | +16.0% | +4.3% | +11.7% | +13.0% |
| 3M | -12.8% | -4.6% | -8.3% | -10.9% |
| 6M | -15.4% | +1.7% | -17.1% | -15.9% |
| YTD | -15.7% | +7.3% | -23.1% | -20.0% |
| 1Y | +6.1% | +20.8% | -14.7% | -4.4% |
| All | +6.1% | +16.8% | -10.7% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling