+264.6%
AMD vs ALB
-64.0%
+328.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -1.4% | -7.4% | -8.2% |
| 7D | +18.9% | -5.8% | +24.7% | +21.8% |
| 30D | -6.4% | -4.5% | -1.9% | -4.9% |
| 3M | +10.6% | -28.1% | +38.6% | +25.1% |
| 6M | +19.9% | -53.2% | +73.1% | +61.1% |
| YTD | +149.4% | -33.3% | +182.7% | +184.8% |
| 1Y | +115.4% | -17.4% | +132.8% | +123.9% |
| 3Y | +357.3% | -14.1% | +371.4% | +300.5% |
| All | +264.6% | -64.0% | +328.5% | +364.4% |
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 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