-62.1%
ALB vs AMC
-99.3%
+37.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | +9.1% | +2.6% | +6.5% | +8.6% |
| 30D | -3.4% | +9.0% | -12.4% | -4.4% |
| 3M | -20.6% | +22.2% | -42.8% | -22.5% |
| 6M | -48.2% | +91.5% | -139.6% | -52.5% |
| YTD | -29.2% | +101.3% | -130.5% | -36.3% |
| 1Y | +10.0% | +20.8% | -10.8% | +4.4% |
| 3Y | -12.9% | -71.3% | +58.4% | -8.6% |
| All | -62.1% | -99.3% | +37.1% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling