+44.4%
ALAB vs AME
+22.2%
+22.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -2.3% |
| 7D | +26.9% | +8.1% | +18.8% | +12.3% |
| 30D | -30.0% | -3.8% | -26.2% | -24.0% |
| 3M | -28.5% | -6.6% | -21.9% | -19.0% |
| 6M | +11.4% | +4.6% | +6.9% | +11.6% |
| YTD | +36.9% | +17.9% | +19.0% | +18.9% |
| 1Y | +44.4% | +23.2% | +21.1% | +20.5% |
| All | +44.4% | +22.2% | +22.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling