+2,251.6%
ALB vs AME
+17,430.2%
-15,178.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -2.5% |
| 7D | +9.5% | -1.5% | +11.0% | +9.7% |
| 30D | -2.1% | -4.2% | +2.0% | -0.5% |
| 3M | -24.1% | -5.9% | -18.2% | -22.3% |
| 6M | -51.0% | +2.8% | -53.8% | -52.4% |
| YTD | -29.3% | +16.6% | -45.9% | -36.3% |
| 1Y | +3.2% | +22.1% | -18.9% | -9.5% |
| 3Y | -9.3% | +64.7% | -74.0% | -33.3% |
| 5Y | -61.6% | +76.6% | -138.2% | -72.5% |
| 10Y | +40.8% | +443.9% | -403.1% | -43.0% |
| All | +2,251.6% | +17,430.2% | -15,178.6% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling