+60.2%
ALB vs ACM
-47.1%
+107.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -1.2% | -12.9% | +11.7% | +1.3% |
| 3M | -13.3% | -6.4% | -6.9% | -12.4% |
| 6M | -19.8% | -29.2% | +9.5% | -13.0% |
| YTD | -7.9% | -29.9% | +22.0% | +0.6% |
| 1Y | +60.2% | -47.3% | +107.4% | +92.0% |
| All | +60.2% | -47.1% | +107.3% | +92.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling