-43.9%
ALB vs AMC
-99.4%
+55.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -4.9% |
| 7D | -8.1% | +2.3% | -10.4% | -8.3% |
| 30D | +6.3% | -0.7% | +7.0% | +6.2% |
| 3M | -23.6% | +35.2% | -58.8% | -26.9% |
| 6M | -24.6% | +124.6% | -149.2% | -32.8% |
| YTD | -10.3% | +69.9% | -80.1% | -17.7% |
| 1Y | +61.5% | -2.6% | +64.0% | +56.7% |
| 3Y | -34.0% | -79.8% | +45.8% | -28.7% |
| All | -43.9% | -99.4% | +55.5% | -16.3% |
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