-31.3%
AMT vs ALB
-44.4%
+13.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.8% |
| 7D | -0.2% | -8.1% | +7.9% | +0.3% |
| 30D | +4.6% | +6.3% | -1.6% | +4.1% |
| 3M | -8.4% | -23.6% | +15.1% | -6.9% |
| 6M | -6.0% | -24.6% | +18.6% | -4.8% |
| YTD | +2.1% | -10.3% | +12.4% | +1.4% |
| 1Y | -6.4% | +61.5% | -67.8% | -12.6% |
| 3Y | +8.1% | -34.0% | +42.0% | +11.5% |
| All | -31.3% | -44.4% | +13.1% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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