+61.4%
AMAT vs ALC
+4.2%
+57.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | -2.0% |
| 7D | -11.2% | +10.7% | -21.9% | -9.5% |
| 30D | -31.9% | +20.2% | -52.1% | -29.9% |
| 3M | -32.3% | +8.9% | -41.3% | -31.0% |
| 6M | -5.4% | +5.7% | -11.1% | -1.4% |
| YTD | +44.3% | -1.4% | +45.7% | +57.1% |
| 1Y | +61.4% | +4.7% | +56.6% | +72.3% |
| All | +61.4% | +4.2% | +57.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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