+218.8%
ALB vs ACM
+233.3%
-14.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +9.1% | +5.4% | +3.7% | +6.0% |
| 30D | -3.4% | +15.1% | -18.5% | -10.4% |
| 3M | -20.6% | -10.5% | -10.1% | -16.7% |
| 6M | -48.2% | -19.7% | -28.5% | -43.2% |
| YTD | -29.2% | -28.8% | -0.4% | -18.2% |
| 1Y | +10.0% | -47.9% | +57.9% | +48.8% |
| 3Y | -12.9% | -12.4% | -0.5% | -9.8% |
| 5Y | -61.3% | +0.6% | -61.8% | -62.1% |
| 10Y | +35.8% | +161.3% | -125.5% | -21.1% |
| All | +218.8% | +233.3% | -14.6% | +47.1% |
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 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