+199.0%
AMD vs ALB
-61.7%
+260.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +10.7% |
| 7D | -11.0% | +9.1% | -20.1% | -14.5% |
| 30D | -30.5% | -3.4% | -27.1% | -29.6% |
| 3M | -8.2% | -20.6% | +12.4% | -0.3% |
| 6M | +6.6% | -48.2% | +54.7% | +37.7% |
| YTD | +109.7% | -29.2% | +138.9% | +133.9% |
| 1Y | +88.9% | +10.0% | +78.9% | +74.1% |
| 3Y | +301.8% | -12.9% | +314.7% | +251.7% |
| All | +199.0% | -61.7% | +260.8% | +292.4% |
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