+207.4%
ALAB vs ADI
+98.2%
+109.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.6% |
| 7D | -26.3% | -12.8% | -13.4% | -15.2% |
| 30D | -50.1% | -11.3% | -38.8% | -42.9% |
| 3M | -42.5% | -3.4% | -39.1% | -38.6% |
| 6M | -10.8% | -12.0% | +1.2% | +5.1% |
| YTD | +14.6% | +35.3% | -20.6% | -4.3% |
| 1Y | +17.1% | +58.1% | -40.9% | -14.3% |
| All | +207.4% | +98.2% | +109.3% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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