+95.5%
AMD vs ALB
+4.7%
+90.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -1.1% |
| 7D | -15.5% | -2.1% | -13.4% | -14.8% |
| 30D | -22.6% | -9.0% | -13.6% | -19.8% |
| 3M | -5.7% | -21.1% | +15.4% | +1.8% |
| 6M | +43.1% | -49.9% | +93.0% | +80.8% |
| YTD | +128.2% | -32.3% | +160.5% | +159.7% |
| 1Y | +95.5% | +8.6% | +86.9% | +86.0% |
| All | +95.5% | +4.7% | +90.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling