+11,554.2%
AMD vs ALLE
+331.3%
+11,222.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.4% | -15.6% |
| 7D | -28.6% | 0.0% | -28.6% | -28.5% |
| 30D | -37.7% | +20.6% | -58.3% | -44.8% |
| 3M | -16.1% | +11.4% | -27.5% | -22.3% |
| 6M | +13.8% | +42.5% | -28.7% | -10.5% |
| YTD | +88.8% | +18.9% | +69.9% | +63.8% |
| 1Y | +57.8% | +14.2% | +43.6% | +40.2% |
| 3Y | +260.3% | +90.7% | +169.6% | +123.3% |
| 5Y | +196.6% | +52.5% | +144.1% | +111.6% |
| 10Y | +6,064.6% | +231.2% | +5,833.4% | +2,299.9% |
| All | +11,554.2% | +331.3% | +11,222.8% | +3,920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling