-34.2%
ALB vs ALM
+2,063.1%
-2,097.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -4.3% |
| 7D | -8.1% | -2.6% | -5.5% | -7.8% |
| 30D | +6.3% | +32.0% | -25.7% | +3.5% |
| 3M | -23.6% | -15.0% | -8.5% | -23.2% |
| 6M | -24.6% | -10.1% | -14.5% | -25.0% |
| YTD | -10.3% | +99.4% | -109.7% | -14.2% |
| 1Y | +61.5% | +316.4% | -254.9% | +51.7% |
| All | -34.2% | +2,063.1% | -2,097.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling