+65.2%
ALAB vs AA
+63.2%
+1.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.9% | +10.8% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | -2.5% | +5.0% | -7.5% | -6.2% |
| 3M | -13.3% | -35.8% | +22.5% | +5.6% |
| 6M | +172.8% | -18.4% | +191.2% | +190.0% |
| YTD | +86.6% | -5.5% | +92.1% | +80.2% |
| 1Y | +65.2% | +61.0% | +4.2% | +33.0% |
| All | +65.2% | +63.2% | +1.9% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling