+115.4%
AMD vs ALC
-6.0%
+121.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.2% | -11.9% | -6.6% |
| 7D | +18.9% | -1.1% | +20.0% | +18.6% |
| 30D | -6.4% | +16.0% | -22.5% | +3.8% |
| 3M | +10.6% | +0.8% | +9.8% | +14.0% |
| 6M | +19.9% | +16.8% | +3.0% | +35.0% |
| YTD | +149.4% | -5.5% | +154.9% | +165.6% |
| 1Y | +115.4% | -5.3% | +120.6% | +129.9% |
| All | +115.4% | -6.0% | +121.4% | +129.9% |
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