+75.8%
ALB vs AME
+26.4%
+49.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -8.6% | +1.3% | -9.9% | -9.2% |
| 30D | -4.0% | -6.6% | +2.5% | -1.0% |
| 3M | -17.4% | +3.0% | -20.4% | -19.3% |
| 6M | -25.4% | +5.3% | -30.7% | -28.6% |
| YTD | -10.5% | +15.4% | -26.0% | -16.5% |
| 1Y | +75.8% | +26.8% | +49.0% | +56.1% |
| All | +75.8% | +26.4% | +49.5% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling