+249.6%
ALAB vs AMC
-20.0%
+269.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.3% | +5.4% | +12.5% |
| 7D | -5.6% | +6.6% | -12.2% | -6.1% |
| 30D | -36.6% | +14.1% | -50.7% | -37.5% |
| 3M | -35.1% | +31.3% | -66.4% | -37.2% |
| 6M | +8.5% | +126.7% | -118.1% | -4.7% |
| YTD | +30.4% | +117.9% | -87.6% | +13.7% |
| 1Y | +31.0% | +41.1% | -10.0% | +20.3% |
| All | +249.6% | -20.0% | +269.6% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling