+267.2%
ALAB vs ALM
+667.2%
-400.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.2% |
| 7D | +26.9% | -4.0% | +30.9% | +28.0% |
| 30D | -30.0% | -30.5% | +0.5% | -25.1% |
| 3M | -28.5% | -46.9% | +18.4% | -20.8% |
| 6M | +11.4% | -65.5% | +76.9% | +29.5% |
| YTD | +36.9% | -13.4% | +50.3% | +47.6% |
| 1Y | +44.4% | +9.8% | +34.6% | +53.5% |
| All | +267.2% | +667.2% | -400.0% | +196.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling