+207.4%
ALAB vs ALM
+716.5%
-509.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.1% | +5.9% |
| 7D | -26.3% | -6.7% | -19.6% | -25.1% |
| 30D | -50.1% | -32.9% | -17.2% | -46.4% |
| 3M | -42.5% | -39.5% | -3.0% | -37.7% |
| 6M | -10.8% | -62.0% | +51.1% | +2.0% |
| YTD | +14.6% | -7.8% | +22.5% | +22.2% |
| 1Y | +17.1% | +26.7% | -9.6% | +22.6% |
| All | +207.4% | +716.5% | -509.0% | +144.9% |
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 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