+400.4%
ALAB vs A
+4.5%
+395.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.2% | +9.5% |
| 7D | +7.2% | -1.9% | +9.2% | +8.3% |
| 30D | -2.5% | +6.9% | -9.4% | -5.7% |
| 3M | -13.3% | +9.2% | -22.5% | -17.5% |
| 6M | +172.8% | +25.7% | +147.2% | +138.4% |
| YTD | +86.6% | +11.5% | +75.0% | +73.1% |
| 1Y | +65.2% | +18.4% | +46.8% | +46.1% |
| All | +400.4% | +4.5% | +395.9% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling