+207.4%
ALAB vs ACM
-26.3%
+233.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.2% |
| 7D | -26.3% | +5.4% | -31.6% | -28.2% |
| 30D | -50.1% | +15.1% | -65.2% | -53.6% |
| 3M | -42.5% | -10.5% | -32.0% | -39.3% |
| 6M | -10.8% | -19.7% | +8.9% | +0.8% |
| YTD | +14.6% | -28.8% | +43.5% | +43.0% |
| 1Y | +17.1% | -47.9% | +65.0% | +86.4% |
| All | +207.4% | -26.3% | +233.8% | +249.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling