+4,394.5%
AMD vs ALB
+2,114.9%
+2,279.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.3% | -4.3% | -1.3% |
| 7D | -15.5% | -2.1% | -13.4% | -14.7% |
| 30D | -22.6% | -9.0% | -13.6% | -19.3% |
| 3M | -5.7% | -21.1% | +15.4% | +3.7% |
| 6M | +43.1% | -49.9% | +93.0% | +92.2% |
| YTD | +128.2% | -32.3% | +160.5% | +162.4% |
| 1Y | +95.5% | +8.6% | +86.9% | +80.5% |
| 3Y | +335.4% | -22.2% | +357.6% | +307.4% |
| 5Y | +255.5% | -63.0% | +318.4% | +349.4% |
| 10Y | +7,350.9% | +29.9% | +7,321.0% | +4,519.7% |
| All | +4,394.5% | +2,114.9% | +2,279.6% | +1,032.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling