+854.2%
AMAT vs ALC
+30.3%
+823.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +2.0% | +1.3% |
| 7D | -2.5% | +2.3% | -4.8% | -3.9% |
| 30D | -26.5% | +15.5% | -42.0% | -32.6% |
| 3M | -28.6% | +0.6% | -29.2% | -29.8% |
| 6M | -14.2% | +18.4% | -32.6% | -24.6% |
| YTD | +45.5% | -5.6% | +51.0% | +45.1% |
| 1Y | +59.3% | 0.0% | +59.3% | +52.9% |
| 3Y | +153.1% | +2.8% | +150.3% | +126.6% |
| 5Y | +158.2% | -8.8% | +166.9% | +148.8% |
| All | +854.2% | +30.3% | +823.9% | +600.6% |
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