+257.6%
ALAB vs AG
+162.1%
+95.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.9% |
| 7D | +16.3% | -10.0% | +26.3% | +20.0% |
| 30D | -26.1% | -10.5% | -15.6% | -23.4% |
| 3M | -31.3% | -27.3% | -4.0% | -24.9% |
| 6M | -1.0% | -43.0% | +42.0% | +13.7% |
| YTD | +33.3% | -17.9% | +51.2% | +37.9% |
| 1Y | +53.5% | +11.9% | +41.6% | +47.4% |
| All | +257.6% | +162.1% | +95.5% | +195.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling