+400.4%
ALAB vs ACM
-26.9%
+427.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +10.0% |
| 7D | +7.2% | -3.7% | +11.0% | +9.4% |
| 30D | -2.5% | -11.1% | +8.6% | +3.5% |
| 3M | -13.3% | -8.0% | -5.3% | -10.5% |
| 6M | +172.8% | -29.7% | +202.5% | +242.2% |
| YTD | +86.6% | -29.4% | +116.0% | +134.2% |
| 1Y | +65.2% | -46.4% | +111.6% | +154.9% |
| All | +400.4% | -26.9% | +427.3% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling