+40.8%
ALB vs ACM
+147.1%
-106.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -3.2% |
| 7D | +9.5% | +6.9% | +2.6% | +5.1% |
| 30D | -2.1% | +19.1% | -21.2% | -12.0% |
| 3M | -24.1% | -6.9% | -17.2% | -21.8% |
| 6M | -51.0% | -12.0% | -39.0% | -48.5% |
| YTD | -29.3% | -25.1% | -4.2% | -19.1% |
| 1Y | +3.2% | -45.4% | +48.6% | +42.9% |
| 3Y | -9.3% | -6.9% | -2.4% | -10.2% |
| 5Y | -61.6% | +3.7% | -65.4% | -63.9% |
| 10Y | +40.8% | +135.8% | -95.0% | -4.8% |
| All | +40.8% | +147.1% | -106.3% | -4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling