-12.9%
ALB vs ACM
-9.6%
-3.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | +5.1% | -8.7% | -6.0% |
| 30D | -2.9% | +18.7% | -21.5% | -11.2% |
| 3M | -25.8% | +15.5% | -41.3% | -31.3% |
| 6M | -53.6% | +1.2% | -54.8% | -54.7% |
| YTD | -32.4% | -25.2% | -7.1% | -22.2% |
| 1Y | -13.0% | -46.3% | +33.3% | +29.2% |
| All | -12.9% | -9.6% | -3.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling