+117.1%
AMAT vs ALC
-8.7%
+125.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.0% | -12.6% | -13.2% |
| 7D | -24.3% | +7.6% | -31.9% | -26.8% |
| 30D | -39.8% | +21.1% | -60.9% | -44.9% |
| 3M | -40.2% | +8.5% | -48.7% | -42.8% |
| 6M | -22.1% | +2.8% | -24.9% | -24.8% |
| YTD | +24.7% | -2.4% | +27.1% | +23.9% |
| 1Y | +33.3% | +3.5% | +29.8% | +27.8% |
| 3Y | +133.9% | +4.2% | +129.7% | +111.6% |
| 5Y | +117.1% | -9.0% | +126.0% | +119.5% |
| All | +117.1% | -8.7% | +125.8% | +119.5% |
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