+160.4%
AMAT vs ALC
+1.2%
+159.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | +19.3% | -6.2% | +25.5% | +20.6% |
| 30D | -17.9% | +14.0% | -32.0% | -20.5% |
| 3M | -30.4% | -2.4% | -28.0% | -30.2% |
| 6M | -11.4% | +12.6% | -24.1% | -15.6% |
| YTD | +48.8% | -8.4% | +57.2% | +52.8% |
| 1Y | +66.0% | -9.1% | +75.2% | +70.9% |
| All | +160.4% | +1.2% | +159.3% | +162.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling