+90.2%
ALB vs ALM
+3,507.4%
-3,417.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | +9.1% | -6.7% | +15.7% | +9.1% |
| 30D | -3.4% | -32.9% | +29.5% | -3.2% |
| 3M | -20.6% | -39.5% | +18.9% | -20.4% |
| 6M | -48.2% | -62.0% | +13.8% | -48.0% |
| YTD | -29.2% | -7.8% | -21.4% | -29.2% |
| 1Y | +10.0% | +26.7% | -16.7% | +10.0% |
| 3Y | -12.9% | +825.4% | -838.3% | -13.4% |
| 5Y | -61.3% | +401.2% | -462.5% | -61.5% |
| 10Y | +35.8% | +2,074.0% | -2,038.2% | +34.8% |
| All | +90.2% | +3,507.4% | -3,417.3% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling