+1,653.2%
AMD vs ALC
+24.0%
+1,629.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +5.8% |
| 7D | +2.6% | -2.1% | +4.7% | +3.6% |
| 30D | -0.9% | -0.1% | -0.8% | -1.2% |
| 3M | -8.7% | +5.9% | -14.6% | -12.4% |
| 6M | +136.3% | -15.9% | +152.3% | +152.5% |
| YTD | +123.0% | -10.1% | +133.1% | +127.5% |
| 1Y | +195.2% | -10.2% | +205.4% | +198.7% |
| 3Y | +336.3% | -13.6% | +349.9% | +338.4% |
| 5Y | +334.5% | -15.1% | +349.6% | +336.0% |
| All | +1,653.2% | +24.0% | +1,629.2% | +1,357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling