+8.6%
ALB vs ALM
+44.8%
-36.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.2% | +4.1% | +5.0% |
| 7D | -2.1% | -6.4% | +4.3% | -0.6% |
| 30D | -9.0% | -35.0% | +26.0% | -0.1% |
| 3M | -21.1% | -33.8% | +12.7% | -14.3% |
| 6M | -49.9% | -55.0% | +5.1% | -42.0% |
| YTD | -32.3% | -0.2% | -32.1% | -31.4% |
| 1Y | +8.6% | +41.8% | -33.2% | +6.2% |
| All | +8.6% | +44.8% | -36.2% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling