+384.5%
ALAB vs AGI
+184.0%
+200.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +3.7% |
| 7D | +9.6% | +2.2% | +7.4% | +9.0% |
| 30D | -5.3% | +11.3% | -16.5% | -7.9% |
| 3M | -12.0% | +5.6% | -17.7% | -14.1% |
| 6M | +145.7% | -27.7% | +173.4% | +163.9% |
| YTD | +80.7% | -4.1% | +84.7% | +78.6% |
| 1Y | +40.1% | +13.8% | +26.3% | +32.9% |
| All | +384.5% | +184.0% | +200.5% | +256.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling