+33.7%
ALAB vs ALM
+347.8%
-314.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +8.8% | -15.8% | -9.0% |
| 7D | +3.2% | +8.4% | -5.2% | +0.9% |
| 30D | -13.6% | +34.8% | -48.4% | -20.3% |
| 3M | -16.6% | +16.2% | -32.8% | -20.9% |
| 6M | +142.3% | +2.1% | +140.2% | +129.5% |
| YTD | +73.6% | +117.0% | -43.4% | +63.2% |
| 1Y | +33.7% | +313.9% | -280.2% | +5.9% |
| All | +33.7% | +347.8% | -314.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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