+197.1%
AMD vs ALAB
+322.1%
-124.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.6% | -6.1% | -7.9% |
| 7D | +18.9% | +16.3% | +2.6% | +13.4% |
| 30D | -6.4% | -26.1% | +19.7% | +3.6% |
| 3M | +10.6% | -31.3% | +41.8% | +24.3% |
| 6M | +19.9% | -1.0% | +20.9% | +22.3% |
| YTD | +149.4% | +33.3% | +116.0% | +130.5% |
| 1Y | +115.4% | +53.5% | +61.8% | +91.5% |
| All | +197.1% | +322.1% | -124.9% | +95.3% |
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