+400.4%
ALAB vs AA
+73.1%
+327.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.1% | +11.9% | +11.0% |
| 7D | +7.2% | -0.7% | +7.9% | +7.4% |
| 30D | -2.5% | +5.0% | -7.5% | -6.7% |
| 3M | -13.3% | -35.8% | +22.5% | +11.7% |
| 6M | +172.8% | -18.4% | +191.2% | +195.5% |
| YTD | +86.6% | -5.5% | +92.1% | +81.4% |
| 1Y | +65.2% | +61.0% | +4.2% | +11.8% |
| All | +400.4% | +73.1% | +327.3% | +262.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling