-63.4%
ALB vs ACM
+1.1%
-64.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -1.9% | -1.8% |
| 7D | -5.8% | +5.6% | -11.4% | -9.3% |
| 30D | -4.5% | +20.8% | -25.4% | -16.3% |
| 3M | -28.1% | +11.4% | -39.5% | -33.6% |
| 6M | -53.2% | +0.9% | -54.1% | -54.7% |
| YTD | -33.3% | -24.8% | -8.5% | -21.6% |
| 1Y | -17.4% | -46.4% | +29.0% | +29.1% |
| 3Y | -14.1% | -9.2% | -4.9% | -20.2% |
| All | -63.4% | +1.1% | -64.4% | -70.2% |
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