+248.5%
ALAB vs A
+23.4%
+225.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | -7.5% | +1.4% | -8.8% | -7.7% |
| 30D | -36.8% | +4.3% | -41.1% | -37.6% |
| 3M | -31.9% | +19.8% | -51.6% | -37.1% |
| 6M | +8.2% | +54.4% | -46.2% | -13.6% |
| YTD | +29.9% | +31.7% | -1.8% | +12.1% |
| 1Y | +24.4% | +22.4% | +2.0% | +12.0% |
| All | +248.5% | +23.4% | +225.2% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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