+149.8%
AMD vs ALAB
+262.8%
-113.0%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.3% | +4.8% | +9.0% |
| 7D | -11.0% | -26.3% | +15.2% | -1.6% |
| 30D | -30.5% | -50.1% | +19.6% | -13.2% |
| 3M | -8.2% | -42.5% | +34.2% | +9.0% |
| 6M | +6.6% | -10.8% | +17.4% | +12.5% |
| YTD | +109.7% | +14.6% | +95.0% | +103.2% |
| 1Y | +88.9% | +17.1% | +71.8% | +80.5% |
| All | +149.8% | +262.8% | -113.0% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling