+195.2%
AMD vs ALC
-10.2%
+205.3%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +3.6% |
| 7D | +2.6% | -2.1% | +4.7% | +1.6% |
| 30D | -0.9% | -0.1% | -0.8% | -0.7% |
| 3M | -8.7% | +5.9% | -14.6% | -5.5% |
| 6M | +136.3% | -15.9% | +152.3% | +133.3% |
| YTD | +123.0% | -10.1% | +133.1% | +124.8% |
| 1Y | +195.2% | -10.2% | +205.4% | +190.5% |
| All | +195.2% | -10.2% | +205.3% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling