+85.6%
ALB vs AMC
-97.8%
+183.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.5% | +16.1% | +4.1% |
| 7D | +5.5% | 0.0% | +5.5% | +5.4% |
| 30D | -7.5% | +4.4% | -11.9% | -7.7% |
| 3M | -16.9% | +15.4% | -32.3% | -17.6% |
| 6M | -49.2% | +93.7% | -142.9% | -51.1% |
| YTD | -29.9% | +97.4% | -127.3% | -32.9% |
| 1Y | +8.2% | +23.2% | -15.0% | +5.6% |
| 3Y | -19.4% | -71.3% | +51.8% | -18.5% |
| 5Y | -61.6% | -99.3% | +37.6% | -58.1% |
| 10Y | +34.6% | -98.7% | +133.3% | +48.4% |
| All | +85.6% | -97.8% | +183.4% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling