+196.6%
AMD vs ALM
+390.7%
-194.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.6% | -7.7% | -15.9% |
| 7D | -28.6% | -14.5% | -14.1% | -26.8% |
| 30D | -37.7% | -39.0% | +1.3% | -33.4% |
| 3M | -16.1% | -40.3% | +24.2% | -10.4% |
| 6M | +13.8% | -60.3% | +74.1% | +26.7% |
| YTD | +88.8% | -9.8% | +98.6% | +96.2% |
| 1Y | +57.8% | +30.8% | +27.0% | +59.2% |
| 3Y | +260.3% | +772.4% | -512.2% | +207.3% |
| 5Y | +196.6% | +390.7% | -194.1% | +167.9% |
| All | +196.6% | +390.7% | -194.1% | +167.9% |
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