+337.5%
AMD vs ALB
-44.4%
+381.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.4% | +9.1% | +6.5% |
| 7D | +2.6% | -8.1% | +10.6% | +6.0% |
| 30D | -0.9% | +6.3% | -7.2% | -4.1% |
| 3M | -8.7% | -23.6% | +14.9% | +1.3% |
| 6M | +136.3% | -24.6% | +161.0% | +160.7% |
| YTD | +123.0% | -10.3% | +133.3% | +126.8% |
| 1Y | +195.2% | +61.5% | +133.7% | +129.9% |
| 3Y | +336.3% | -34.0% | +370.3% | +359.3% |
| All | +337.5% | -44.4% | +381.9% | +367.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling