+137.5%
ALB vs AMC
-98.1%
+235.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.3% | -8.8% | -4.6% |
| 7D | -8.1% | +2.3% | -10.4% | -8.2% |
| 30D | +6.3% | -0.7% | +7.0% | +6.2% |
| 3M | -23.6% | +35.2% | -58.8% | -25.0% |
| 6M | -24.6% | +124.6% | -149.2% | -28.0% |
| YTD | -10.3% | +69.9% | -80.1% | -13.4% |
| 1Y | +61.5% | -2.6% | +64.0% | +59.4% |
| 3Y | -34.0% | -79.8% | +45.8% | -32.4% |
| 5Y | -44.6% | -99.4% | +54.8% | -38.9% |
| 10Y | +76.1% | -98.9% | +175.0% | +94.4% |
| All | +137.5% | -98.1% | +235.6% | +138.1% |
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