+125.0%
AMD vs ALAB
+241.5%
-116.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -19.6% | +2.4% | -10.9% |
| 7D | -28.6% | -38.2% | +9.6% | -16.4% |
| 30D | -37.7% | -54.0% | +16.2% | -20.4% |
| 3M | -16.1% | -43.6% | +27.5% | +0.3% |
| 6M | +13.8% | -16.8% | +30.6% | +22.6% |
| YTD | +88.8% | +7.9% | +81.0% | +86.4% |
| 1Y | +57.8% | -1.4% | +59.1% | +57.5% |
| All | +125.0% | +241.5% | -116.5% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling