+249.6%
ALAB vs ADI
+115.1%
+134.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.6% | +5.2% | +5.6% |
| 7D | -5.6% | -4.4% | -1.2% | -0.1% |
| 30D | -36.6% | -2.8% | -33.8% | -33.2% |
| 3M | -35.1% | +1.5% | -36.6% | -33.8% |
| 6M | +8.5% | -4.7% | +13.2% | +19.0% |
| YTD | +30.4% | +46.8% | -16.5% | +1.0% |
| 1Y | +31.0% | +74.9% | -43.8% | -12.3% |
| All | +249.6% | +115.1% | +134.5% | +107.5% |
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