+24.4%
ALAB vs ALC
+0.5%
+23.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -1.0% |
| 7D | -7.5% | +2.3% | -9.8% | -6.2% |
| 30D | -36.8% | +15.5% | -52.3% | -32.1% |
| 3M | -31.9% | +0.6% | -32.4% | -29.7% |
| 6M | +8.2% | +18.4% | -10.2% | +15.8% |
| YTD | +29.9% | -5.6% | +35.5% | +38.5% |
| 1Y | +24.4% | 0.0% | +24.4% | +39.2% |
| All | +24.4% | +0.5% | +23.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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