+752.2%
AMAT vs ALC
+31.8%
+720.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +5.3% |
| 7D | -14.7% | +4.9% | -19.6% | -17.2% |
| 30D | -36.1% | +19.0% | -55.0% | -42.3% |
| 3M | -36.9% | +7.8% | -44.6% | -40.3% |
| 6M | -22.2% | +14.6% | -36.8% | -30.2% |
| YTD | +29.9% | -4.4% | +34.4% | +28.8% |
| 1Y | +43.3% | +1.4% | +41.9% | +36.5% |
| 3Y | +142.7% | +2.5% | +140.2% | +118.2% |
| 5Y | +126.2% | -10.9% | +137.1% | +122.1% |
| All | +752.2% | +31.8% | +720.4% | +521.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling