+204.6%
ALB vs ACM
+250.2%
-45.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.6% | +5.1% | -8.7% | -6.2% |
| 30D | -2.9% | +18.7% | -21.5% | -11.4% |
| 3M | -25.8% | +15.5% | -41.3% | -31.6% |
| 6M | -53.6% | +1.2% | -54.8% | -54.7% |
| YTD | -32.4% | -25.2% | -7.1% | -23.9% |
| 1Y | -13.0% | -46.3% | +33.3% | +15.7% |
| 3Y | -15.0% | -9.6% | -5.4% | -13.5% |
| 5Y | -63.5% | +4.4% | -67.9% | -65.0% |
| 10Y | +34.7% | +129.3% | -94.6% | -16.3% |
| All | +204.6% | +250.2% | -45.5% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling