+60.2%
ALB vs ALM
+347.8%
-287.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.8% | -6.2% | +0.7% |
| 7D | -4.4% | +8.4% | -12.8% | -6.1% |
| 30D | -1.2% | +34.8% | -36.0% | -7.9% |
| 3M | -13.3% | +16.2% | -29.5% | -17.4% |
| 6M | -19.8% | +2.1% | -21.9% | -22.9% |
| YTD | -7.9% | +117.0% | -125.0% | -23.9% |
| 1Y | +60.2% | +313.9% | -253.7% | +2.8% |
| All | +60.2% | +347.8% | -287.6% | +2.8% |
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