+257.6%
ALAB vs AME
+35.0%
+222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -3.2% |
| 7D | +16.3% | +5.9% | +10.4% | +8.7% |
| 30D | -26.1% | -1.9% | -24.2% | -22.7% |
| 3M | -31.3% | -5.4% | -25.9% | -24.7% |
| 6M | -1.0% | +4.9% | -5.9% | -1.1% |
| YTD | +33.3% | +18.5% | +14.9% | +17.2% |
| 1Y | +53.5% | +25.5% | +28.1% | +27.5% |
| All | +257.6% | +35.0% | +222.6% | +172.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling