+199.0%
AMD vs ALLE
+49.9%
+149.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.6% |
| 7D | -11.0% | -0.6% | -10.5% | -10.7% |
| 30D | -30.5% | +25.3% | -55.8% | -39.6% |
| 3M | -8.2% | +10.3% | -18.5% | -14.2% |
| 6M | +6.6% | +38.0% | -31.5% | -15.0% |
| YTD | +109.7% | +17.8% | +91.9% | +83.1% |
| 1Y | +88.9% | +13.6% | +75.3% | +68.9% |
| 3Y | +301.8% | +89.2% | +212.6% | +128.9% |
| All | +199.0% | +49.9% | +149.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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