+147.1%
AMAT vs ALC
-10.7%
+157.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.3% | +11.1% | +11.3% |
| 7D | -1.1% | +2.1% | -3.1% | -2.1% |
| 30D | -26.9% | +17.2% | -44.1% | -32.2% |
| 3M | -31.2% | +4.6% | -35.8% | -33.2% |
| 6M | -14.7% | +20.1% | -34.8% | -23.9% |
| YTD | +44.7% | -4.2% | +48.9% | +44.8% |
| 1Y | +62.0% | +2.1% | +59.9% | +56.0% |
| 3Y | +165.0% | +4.5% | +160.5% | +137.7% |
| 5Y | +147.1% | -12.3% | +159.5% | +158.6% |
| All | +147.1% | -10.7% | +157.8% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling