+400.4%
ALAB vs ABT
+1.0%
+399.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.5% |
| 7D | +7.2% | -3.7% | +10.9% | +4.5% |
| 30D | -2.5% | +2.5% | -5.0% | -0.6% |
| 3M | -13.3% | +20.2% | -33.5% | -0.3% |
| 6M | +172.8% | -2.9% | +175.8% | +189.5% |
| YTD | +86.6% | -11.9% | +98.5% | +88.3% |
| 1Y | +65.2% | -16.5% | +81.7% | +64.0% |
| All | +400.4% | +1.0% | +399.4% | +471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling