+38.6%
ALB vs AMC
-98.8%
+137.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.3% |
| 7D | -5.8% | +3.5% | -9.3% | -5.9% |
| 30D | -4.5% | +12.5% | -17.0% | -5.0% |
| 3M | -28.1% | +23.6% | -51.7% | -28.8% |
| 6M | -53.2% | +144.4% | -197.5% | -55.2% |
| YTD | -33.3% | +108.3% | -141.6% | -36.1% |
| 1Y | -17.4% | +38.9% | -56.3% | -19.6% |
| 3Y | -14.1% | -58.9% | +44.7% | -14.3% |
| 5Y | -64.0% | -99.2% | +35.2% | -61.2% |
| All | +38.6% | -98.8% | +137.4% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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