+249.6%
ALAB vs A
+24.9%
+224.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.1% | +10.6% | +12.0% |
| 7D | -5.6% | +4.8% | -10.3% | -7.5% |
| 30D | -36.6% | +5.6% | -42.3% | -37.8% |
| 3M | -35.1% | +23.6% | -58.7% | -41.1% |
| 6M | +8.5% | +56.4% | -47.8% | -14.0% |
| YTD | +30.4% | +33.4% | -3.0% | +11.6% |
| 1Y | +31.0% | +23.7% | +7.3% | +17.3% |
| All | +249.6% | +24.9% | +224.7% | +174.1% |
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