-62.5%
ALB vs AMC
-99.1%
+36.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | -2.6% | +14.0% | -16.6% | -4.0% |
| 3M | -25.6% | +42.5% | -68.1% | -28.4% |
| 6M | -54.0% | +142.6% | -196.6% | -58.8% |
| YTD | -31.6% | +119.2% | -150.8% | -38.9% |
| 1Y | -6.6% | +40.7% | -47.3% | -12.6% |
| 3Y | -14.0% | -57.3% | +43.3% | -13.4% |
| 5Y | -62.5% | -99.1% | +36.6% | -48.4% |
| All | -62.5% | -99.1% | +36.6% | -48.4% |
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