+257.6%
ALAB vs A
+20.6%
+237.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.2% | -2.9% |
| 7D | +16.3% | -0.5% | +16.8% | +16.8% |
| 30D | -26.1% | 0.0% | -26.1% | -25.3% |
| 3M | -31.3% | +16.7% | -48.0% | -35.6% |
| 6M | -1.0% | +54.8% | -55.8% | -21.0% |
| YTD | +33.3% | +28.8% | +4.5% | +16.4% |
| 1Y | +53.5% | +19.3% | +34.2% | +40.2% |
| All | +257.6% | +20.6% | +237.0% | +185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling