+24.5%
ALAB vs AA
+13.9%
+10.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.8% | -7.2% | -5.9% |
| 7D | -24.9% | +0.9% | -25.8% | -25.3% |
| 30D | -38.4% | -6.4% | -31.9% | -36.1% |
| 3M | -38.3% | -13.0% | -25.3% | -34.9% |
| 6M | +10.9% | -34.6% | +45.6% | +36.8% |
| YTD | +34.2% | -23.0% | +57.2% | +35.3% |
| 1Y | +24.5% | +16.0% | +8.5% | -6.9% |
| All | +24.5% | +13.9% | +10.6% | -6.9% |
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