+196.6%
AMD vs ALB
-61.8%
+258.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.6% | -20.8% | -18.7% |
| 7D | -28.6% | +5.5% | -34.1% | -30.3% |
| 30D | -37.7% | -7.5% | -30.2% | -35.9% |
| 3M | -16.1% | -16.9% | +0.8% | -10.6% |
| 6M | +13.8% | -49.2% | +63.0% | +48.3% |
| YTD | +88.8% | -29.9% | +118.7% | +111.4% |
| 1Y | +57.8% | +8.2% | +49.6% | +46.3% |
| 3Y | +260.3% | -19.4% | +279.7% | +227.8% |
| 5Y | +196.6% | -61.6% | +258.2% | +294.3% |
| All | +196.6% | -61.8% | +258.4% | +294.3% |
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