+120.4%
AS vs RL
+151.8%
-31.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.5% | +2.3% |
| 7D | -4.9% | -0.8% | -4.1% | -4.4% |
| 30D | -19.6% | -7.8% | -11.8% | -15.6% |
| 3M | -14.4% | -4.0% | -10.4% | -12.6% |
| 6M | -20.1% | -1.9% | -18.2% | -19.9% |
| YTD | -20.9% | -0.2% | -20.8% | -21.8% |
| 1Y | -21.9% | +10.7% | -32.5% | -28.1% |
| All | +120.4% | +151.8% | -31.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling