+65.2%
ALAB vs ABT
-16.1%
+81.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.4% |
| 7D | +7.2% | -3.7% | +10.9% | +3.7% |
| 30D | -2.5% | +2.5% | -5.0% | -0.1% |
| 3M | -13.3% | +20.2% | -33.5% | +3.1% |
| 6M | +172.8% | -2.9% | +175.8% | +201.5% |
| YTD | +86.6% | -11.9% | +98.5% | +87.9% |
| 1Y | +65.2% | -16.5% | +81.7% | +63.0% |
| All | +65.2% | -16.1% | +81.3% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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