+65.2%
ALAB vs ALB
+60.9%
+4.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.4% | +14.2% | +11.1% |
| 7D | +7.2% | -8.1% | +15.3% | +9.8% |
| 30D | -2.5% | +6.3% | -8.8% | -5.4% |
| 3M | -13.3% | -23.6% | +10.3% | -7.4% |
| 6M | +172.8% | -24.6% | +197.4% | +185.0% |
| YTD | +86.6% | -10.3% | +96.9% | +87.6% |
| 1Y | +65.2% | +61.5% | +3.7% | +45.3% |
| All | +65.2% | +60.9% | +4.2% | +45.3% |
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