-43.9%
ALB vs AME
+82.5%
-126.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -6.0% | -5.7% |
| 7D | -8.1% | +0.6% | -8.7% | -8.6% |
| 30D | +6.3% | -6.7% | +12.9% | +12.1% |
| 3M | -23.6% | +4.1% | -27.6% | -26.8% |
| 6M | -24.6% | +1.6% | -26.2% | -26.8% |
| YTD | -10.3% | +16.1% | -26.4% | -22.7% |
| 1Y | +61.5% | +27.3% | +34.1% | +27.4% |
| 3Y | -34.0% | +50.9% | -84.8% | -57.3% |
| All | -43.9% | +82.5% | -126.4% | -71.2% |
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 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