+304.2%
ALB vs ACM
+230.8%
+73.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.1% | -4.3% |
| 7D | -8.1% | -3.7% | -4.3% | -6.2% |
| 30D | +6.3% | -11.1% | +17.4% | +12.2% |
| 3M | -23.6% | -8.0% | -15.6% | -21.2% |
| 6M | -24.6% | -29.7% | +5.0% | -11.3% |
| YTD | -10.3% | -29.4% | +19.1% | +4.3% |
| 1Y | +61.5% | -46.4% | +107.9% | +116.0% |
| 3Y | -34.0% | -22.3% | -11.6% | -26.9% |
| 5Y | -44.6% | +4.5% | -49.1% | -46.8% |
| 10Y | +76.1% | +127.6% | -51.5% | +9.7% |
| All | +304.2% | +230.8% | +73.4% | +87.7% |
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