-62.1%
ALB vs AME
+66.2%
-128.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | -1.1% |
| 7D | +9.1% | -5.2% | +14.2% | +12.7% |
| 30D | -3.4% | -8.0% | +4.6% | +2.0% |
| 3M | -20.6% | -8.9% | -11.7% | -15.8% |
| 6M | -48.2% | -5.0% | -43.2% | -47.3% |
| YTD | -29.2% | +11.9% | -41.1% | -38.1% |
| 1Y | +10.0% | +16.6% | -6.6% | -7.4% |
| 3Y | -12.9% | +62.5% | -75.4% | -49.5% |
| All | -62.1% | +66.2% | -128.4% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling