+95.5%
AMD vs ALM
+44.8%
+50.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | -15.5% | -6.4% | -9.1% | -13.7% |
| 30D | -22.6% | -35.0% | +12.4% | -12.4% |
| 3M | -5.7% | -33.8% | +28.1% | +4.7% |
| 6M | +43.1% | -55.0% | +98.1% | +73.7% |
| YTD | +128.2% | -0.2% | +128.5% | +145.7% |
| 1Y | +95.5% | +41.8% | +53.7% | +102.0% |
| All | +95.5% | +44.8% | +50.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling