+1,929.7%
AMD vs ALC
+27.5%
+1,902.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +8.3% |
| 7D | +13.1% | -6.3% | +19.4% | +16.3% |
| 30D | -7.0% | +12.6% | -19.6% | -12.7% |
| 3M | +16.6% | -3.8% | +20.4% | +17.3% |
| 6M | +20.5% | +16.8% | +3.7% | +8.4% |
| YTD | +158.2% | -7.6% | +165.8% | +157.1% |
| 1Y | +132.8% | -5.9% | +138.7% | +128.7% |
| 3Y | +366.2% | +0.6% | +365.6% | +320.4% |
| 5Y | +278.7% | -9.5% | +288.1% | +264.0% |
| All | +1,929.7% | +27.5% | +1,902.3% | +1,547.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling