+165.7%
AMD vs ALAB
+490.6%
-324.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.8% | -5.1% | +1.8% |
| 7D | +2.6% | +7.2% | -4.7% | +0.4% |
| 30D | -0.9% | -2.5% | +1.6% | -0.4% |
| 3M | -8.7% | -13.3% | +4.6% | -5.3% |
| 6M | +136.3% | +172.8% | -36.5% | +81.8% |
| YTD | +123.0% | +86.6% | +36.4% | +85.2% |
| 1Y | +195.2% | +65.2% | +130.0% | +147.5% |
| All | +165.7% | +490.6% | -324.8% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling