+40.8%
ALB vs ALM
+2,221.4%
-2,180.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -0.6% |
| 7D | +9.5% | +0.7% | +8.7% | +9.3% |
| 30D | -2.1% | -26.1% | +24.0% | -0.5% |
| 3M | -24.1% | -38.1% | +14.0% | -22.2% |
| 6M | -51.0% | -55.4% | +4.4% | -49.1% |
| YTD | -29.3% | -0.4% | -28.9% | -29.1% |
| 1Y | +3.2% | +25.4% | -22.2% | +2.6% |
| 3Y | -9.3% | +907.8% | -917.1% | -16.6% |
| 5Y | -61.6% | +440.2% | -501.8% | -64.3% |
| 10Y | +40.8% | +2,031.1% | -1,990.4% | +24.5% |
| All | +40.8% | +2,221.4% | -2,180.6% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling