+203.0%
AMAT vs ALC
-13.3%
+216.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +4.8% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -14.8% | -0.1% | -14.7% | -15.0% |
| 3M | -9.3% | +5.9% | -15.2% | -11.5% |
| 6M | +27.4% | -15.9% | +43.3% | +35.1% |
| YTD | +77.6% | -10.1% | +87.7% | +83.2% |
| 1Y | +188.9% | -10.2% | +199.2% | +197.9% |
| All | +203.0% | -13.3% | +216.4% | +203.3% |
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 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