+24.8%
ALAB vs ACM
-46.1%
+70.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.2% | +8.5% | +12.6% |
| 7D | -5.6% | +6.9% | -12.5% | -6.6% |
| 30D | -36.6% | +19.1% | -55.7% | -38.5% |
| 3M | -35.1% | -6.9% | -28.2% | -33.4% |
| 6M | +8.5% | -12.0% | +20.6% | +15.2% |
| YTD | +30.4% | -25.1% | +55.5% | +56.0% |
| All | +24.8% | -46.1% | +70.9% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling