+846.2%
AMAT vs ALC
+36.0%
+810.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +6.8% | -10.1% | -6.8% |
| 7D | -11.2% | +10.7% | -21.9% | -16.2% |
| 30D | -31.9% | +20.2% | -52.1% | -38.8% |
| 3M | -32.3% | +8.9% | -41.3% | -36.3% |
| 6M | -5.4% | +5.7% | -11.1% | -11.6% |
| YTD | +44.3% | -1.4% | +45.7% | +40.7% |
| 1Y | +61.4% | +4.7% | +56.6% | +51.2% |
| 3Y | +170.6% | +5.2% | +165.4% | +140.3% |
| 5Y | +156.4% | -8.3% | +164.8% | +148.1% |
| All | +846.2% | +36.0% | +810.2% | +579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling