+248.5%
ALAB vs ACM
-22.0%
+270.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -7.5% | +6.6% | -14.1% | -10.1% |
| 30D | -36.8% | +19.8% | -56.6% | -42.2% |
| 3M | -31.9% | -3.1% | -28.7% | -31.0% |
| 6M | +8.2% | -11.5% | +19.7% | +15.2% |
| YTD | +29.9% | -24.7% | +54.6% | +57.8% |
| 1Y | +24.4% | -45.1% | +69.5% | +93.5% |
| All | +248.5% | -22.0% | +270.5% | +285.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling