-43.9%
ALB vs ACM
+5.0%
-48.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.2% |
| 7D | -8.1% | -3.7% | -4.3% | -5.7% |
| 30D | +6.3% | -11.1% | +17.4% | +14.0% |
| 3M | -23.6% | -8.0% | -15.6% | -20.6% |
| 6M | -24.6% | -29.7% | +5.0% | -5.6% |
| YTD | -10.3% | -29.4% | +19.1% | +10.0% |
| 1Y | +61.5% | -46.4% | +107.9% | +146.5% |
| 3Y | -34.0% | -22.3% | -11.6% | -29.0% |
| All | -43.9% | +5.0% | -48.8% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling