+207.4%
ALAB vs AME
+27.5%
+180.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.5% | +3.7% | +3.1% |
| 7D | -26.3% | -5.2% | -21.1% | -20.4% |
| 30D | -50.1% | -8.0% | -42.1% | -43.6% |
| 3M | -42.5% | -8.9% | -33.6% | -33.9% |
| 6M | -10.8% | -5.0% | -5.9% | -0.6% |
| YTD | +14.6% | +11.9% | +2.8% | +7.8% |
| 1Y | +17.1% | +16.6% | +0.5% | +6.0% |
| All | +207.4% | +27.5% | +180.0% | +150.5% |
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 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