+400.4%
ALAB vs ACWI
+55.0%
+345.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.8% | +9.8% |
| 7D | +7.2% | +0.5% | +6.7% | +5.8% |
| 30D | -2.5% | +0.9% | -3.4% | -4.8% |
| 3M | -13.3% | +2.4% | -15.7% | -15.4% |
| 6M | +172.8% | +12.4% | +160.5% | +109.2% |
| YTD | +86.6% | +15.2% | +71.4% | +35.3% |
| 1Y | +65.2% | +22.7% | +42.4% | +3.1% |
| All | +400.4% | +55.0% | +345.4% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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