+207.4%
ALAB vs ALC
-10.1%
+217.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +5.8% |
| 7D | -26.3% | +4.9% | -31.2% | -25.4% |
| 30D | -50.1% | +19.0% | -69.1% | -48.4% |
| 3M | -42.5% | +7.8% | -50.2% | -41.2% |
| 6M | -10.8% | +14.6% | -25.4% | -8.4% |
| YTD | +14.6% | -4.4% | +19.1% | +17.7% |
| 1Y | +17.1% | +1.4% | +15.7% | +20.2% |
| All | +207.4% | -10.1% | +217.5% | +218.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling