+199.0%
AMD vs ALC
-11.2%
+210.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +11.9% |
| 7D | -11.0% | +4.9% | -15.9% | -13.1% |
| 30D | -30.5% | +19.0% | -49.4% | -36.1% |
| 3M | -8.2% | +7.8% | -16.0% | -12.3% |
| 6M | +6.6% | +14.6% | -8.0% | -2.6% |
| YTD | +109.7% | -4.4% | +114.1% | +107.2% |
| 1Y | +88.9% | +1.4% | +87.5% | +78.3% |
| 3Y | +301.8% | +2.5% | +299.3% | +247.3% |
| All | +199.0% | -11.2% | +210.2% | +204.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling