+139.2%
AS vs RL
+196.2%
-57.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.5% | +0.6% | +2.3% |
| 7D | +13.8% | +5.8% | +8.0% | +9.9% |
| 30D | +16.7% | +12.7% | +3.9% | +8.3% |
| 3M | -11.5% | +9.3% | -20.9% | -16.5% |
| 6M | -5.5% | +16.9% | -22.4% | -15.2% |
| YTD | -14.2% | +17.5% | -31.7% | -23.3% |
| 1Y | +2.1% | +34.6% | -32.6% | -16.9% |
| All | +139.2% | +196.2% | -57.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling