-42.5%
ALAB vs AG
-12.5%
-30.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.4% | +5.4% |
| 7D | -26.3% | +6.3% | -32.6% | -28.0% |
| 30D | -50.1% | -8.9% | -41.2% | -47.9% |
| 3M | -42.5% | -12.2% | -30.3% | -38.5% |
| All | -42.5% | -12.5% | -30.0% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3mo: compounded portfolio wealth divided by compounded AG 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…
3mo analysis · Full analysis span regression · Available span rolling