+12,840.6%
AMD vs ALLE
+327.3%
+12,513.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -39.8% |
| 3M | -8.2% | +10.3% | -18.5% | -14.6% |
| 6M | +6.6% | +38.0% | -31.5% | -14.8% |
| YTD | +109.7% | +17.8% | +91.9% | +82.8% |
| 1Y | +88.9% | +13.6% | +75.3% | +68.2% |
| 3Y | +301.8% | +89.2% | +212.6% | +150.0% |
| 5Y | +229.4% | +51.1% | +178.3% | +136.1% |
| 10Y | +6,745.1% | +228.1% | +6,517.0% | +2,577.8% |
| All | +12,840.6% | +327.3% | +12,513.3% | +4,385.9% |
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