+301.8%
AMD vs ALB
-16.8%
+318.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.7% |
| 7D | -11.0% | +9.1% | -20.1% | -13.9% |
| 30D | -30.5% | -3.4% | -27.1% | -29.8% |
| 3M | -8.2% | -20.6% | +12.4% | -1.7% |
| 6M | +6.6% | -48.2% | +54.7% | +31.4% |
| YTD | +109.7% | -29.2% | +138.9% | +130.9% |
| 1Y | +88.9% | +10.0% | +78.9% | +79.6% |
| 3Y | +301.8% | -12.9% | +314.7% | +257.0% |
| All | +301.8% | -16.8% | +318.6% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling