-13.0%
ALB vs AME
+22.2%
-35.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.4% |
| 7D | -3.6% | +8.1% | -11.7% | -6.1% |
| 30D | -2.9% | -3.8% | +0.9% | -1.6% |
| 3M | -25.8% | -6.6% | -19.2% | -23.5% |
| 6M | -53.6% | +4.6% | -58.1% | -55.4% |
| YTD | -32.4% | +17.9% | -50.3% | -38.9% |
| 1Y | -13.0% | +23.2% | -36.3% | -23.1% |
| All | -13.0% | +22.2% | -35.3% | -23.1% |
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