+337.5%
AMD vs ALM
+951.0%
-613.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.9% |
| 7D | +2.6% | -2.6% | +5.2% | +2.9% |
| 30D | -0.9% | +32.0% | -32.9% | -4.5% |
| 3M | -8.7% | -15.0% | +6.3% | -7.9% |
| 6M | +136.3% | -10.1% | +146.5% | +135.7% |
| YTD | +123.0% | +99.4% | +23.6% | +109.3% |
| 1Y | +195.2% | +316.4% | -121.2% | +162.3% |
| 3Y | +336.3% | +2,022.0% | -1,685.6% | +233.7% |
| All | +337.5% | +951.0% | -613.5% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling