+24.5%
ALAB vs ALB
+4.7%
+19.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.3% | -9.7% | -6.4% |
| 7D | -24.9% | -2.1% | -22.8% | -24.3% |
| 30D | -38.4% | -9.0% | -29.4% | -36.2% |
| 3M | -38.3% | -21.1% | -17.1% | -34.0% |
| 6M | +10.9% | -49.9% | +60.8% | +34.7% |
| YTD | +34.2% | -32.3% | +66.5% | +48.3% |
| 1Y | +24.5% | +8.6% | +15.9% | +33.6% |
| All | +24.5% | +4.7% | +19.8% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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