-14.1%
ALB vs AME
+64.2%
-78.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | -5.8% | +5.9% | -11.6% | -8.9% |
| 30D | -4.5% | -1.9% | -2.6% | -4.1% |
| 3M | -28.1% | -5.4% | -22.7% | -26.2% |
| 6M | -53.2% | +4.9% | -58.1% | -55.4% |
| YTD | -33.3% | +18.5% | -51.8% | -42.2% |
| 1Y | -17.4% | +25.5% | -42.9% | -31.3% |
| 3Y | -14.1% | +63.0% | -77.2% | -49.2% |
| All | -14.1% | +64.2% | -78.4% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling