+0.2%
AS vs RL
+25.5%
-25.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.3% | +5.1% | +2.0% |
| 7D | +7.1% | -4.7% | +11.8% | +10.0% |
| 30D | +12.8% | +3.6% | +9.3% | +10.3% |
| 3M | -14.7% | +0.5% | -15.3% | -15.4% |
| 6M | -9.9% | +6.6% | -16.6% | -13.3% |
| YTD | -16.1% | +8.8% | -25.0% | -21.1% |
| 1Y | +0.2% | +21.8% | -21.6% | -12.2% |
| All | +0.2% | +25.5% | -25.4% | -12.2% |
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