+249.6%
ALAB vs ACM
-22.5%
+272.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.2% | +8.5% | +11.0% |
| 7D | -5.6% | +6.9% | -12.5% | -8.3% |
| 30D | -36.6% | +19.1% | -55.7% | -41.9% |
| 3M | -35.1% | -6.9% | -28.2% | -32.6% |
| 6M | +8.5% | -12.0% | +20.6% | +15.9% |
| YTD | +30.4% | -25.1% | +55.5% | +58.7% |
| 1Y | +31.0% | -45.4% | +76.5% | +104.6% |
| All | +249.6% | -22.5% | +272.1% | +288.0% |
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