+257.6%
ALAB vs ACM
-22.2%
+279.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.9% |
| 7D | +16.3% | +5.6% | +10.7% | +13.3% |
| 30D | -26.1% | +20.8% | -46.9% | -32.8% |
| 3M | -31.3% | +11.4% | -42.7% | -35.4% |
| 6M | -1.0% | +0.9% | -2.0% | -3.7% |
| YTD | +33.3% | -24.8% | +58.2% | +62.0% |
| 1Y | +53.5% | -46.4% | +100.0% | +145.1% |
| All | +257.6% | -22.2% | +279.8% | +295.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling