+33.7%
ALAB vs ACM
-47.1%
+80.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.1% | -6.8% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | -13.6% | -12.9% | -0.6% | -10.1% |
| 3M | -16.6% | -6.4% | -10.2% | -15.4% |
| 6M | +142.3% | -29.2% | +171.5% | +180.4% |
| YTD | +73.6% | -29.9% | +103.6% | +108.3% |
| 1Y | +33.7% | -47.3% | +80.9% | +64.8% |
| All | +33.7% | -47.1% | +80.8% | +64.8% |
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