+6,406.4%
AMD vs ALB
+75.7%
+6,330.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +6.5% |
| 7D | +2.6% | -8.1% | +10.6% | +5.9% |
| 30D | -0.9% | +6.3% | -7.2% | -4.0% |
| 3M | -8.7% | -23.6% | +14.9% | +1.3% |
| 6M | +136.3% | -24.6% | +161.0% | +160.8% |
| YTD | +123.0% | -10.3% | +133.3% | +126.9% |
| 1Y | +195.2% | +61.5% | +133.7% | +130.5% |
| 3Y | +336.3% | -34.0% | +370.3% | +346.1% |
| 5Y | +334.5% | -44.6% | +379.1% | +363.4% |
| All | +6,406.4% | +75.7% | +6,330.7% | +3,432.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling