+24.8%
ALAB vs ALM
+21.0%
+3.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.1% | +5.7% | +10.6% |
| 7D | -5.6% | +0.7% | -6.3% | -5.1% |
| 30D | -36.6% | -26.1% | -10.6% | -29.1% |
| 3M | -35.1% | -38.1% | +3.0% | -24.7% |
| 6M | +8.5% | -55.4% | +64.0% | +36.5% |
| YTD | +30.4% | -0.4% | +30.8% | +38.6% |
| All | +24.8% | +21.0% | +3.8% | +27.6% |
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