+400.4%
ALAB vs AME
+32.3%
+368.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.2% | +8.1% |
| 7D | +7.2% | +0.6% | +6.6% | +6.7% |
| 30D | -2.5% | -6.7% | +4.2% | +5.3% |
| 3M | -13.3% | +4.1% | -17.4% | -15.0% |
| 6M | +172.8% | +1.6% | +171.3% | +172.2% |
| YTD | +86.6% | +16.1% | +70.4% | +62.8% |
| 1Y | +65.2% | +27.3% | +37.8% | +30.9% |
| All | +400.4% | +32.3% | +368.1% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling