+267.2%
ALAB vs ACM
-22.6%
+289.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.2% |
| 7D | +26.9% | +5.1% | +21.8% | +24.0% |
| 30D | -30.0% | +18.7% | -48.7% | -35.7% |
| 3M | -28.5% | +15.5% | -44.0% | -34.3% |
| 6M | +11.4% | +1.2% | +10.2% | +8.1% |
| YTD | +36.9% | -25.2% | +62.2% | +66.8% |
| 1Y | +44.4% | -46.3% | +90.7% | +129.1% |
| All | +267.2% | -22.6% | +289.8% | +307.7% |
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 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