+44.4%
ALAB vs AGI
-12.3%
+56.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -0.1% |
| 7D | +26.9% | -7.5% | +34.4% | +29.8% |
| 30D | -30.0% | -9.9% | -20.1% | -27.8% |
| 3M | -28.5% | -14.2% | -14.4% | -25.4% |
| 6M | +11.4% | -35.2% | +46.6% | +27.2% |
| YTD | +36.9% | -25.2% | +62.2% | +39.5% |
| 1Y | +44.4% | -14.3% | +58.7% | +34.1% |
| All | +44.4% | -12.3% | +56.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling