+331.1%
AMD vs ALB
-34.0%
+365.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +6.2% |
| 7D | +2.6% | -8.1% | +10.6% | +5.3% |
| 30D | -0.9% | +6.3% | -7.2% | -3.5% |
| 3M | -8.7% | -23.6% | +14.9% | -0.7% |
| 6M | +136.3% | -24.6% | +161.0% | +156.3% |
| YTD | +123.0% | -10.3% | +133.3% | +127.6% |
| 1Y | +195.2% | +61.5% | +133.7% | +146.1% |
| All | +331.1% | -34.0% | +365.1% | +343.0% |
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