+365.7%
ALAB vs AME
+32.4%
+333.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +3.2% | +2.8% | +0.4% | +0.2% |
| 30D | -13.6% | -6.3% | -7.3% | -7.0% |
| 3M | -16.6% | +5.4% | -22.0% | -19.3% |
| 6M | +142.3% | +7.4% | +134.9% | +129.7% |
| YTD | +73.6% | +16.2% | +57.5% | +51.4% |
| 1Y | +33.7% | +26.8% | +6.9% | +6.3% |
| All | +365.7% | +32.4% | +333.3% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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