+400.4%
ALAB vs ALC
-15.4%
+415.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +11.9% | +9.5% |
| 7D | +7.2% | -2.1% | +9.3% | +7.0% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | -13.3% | +5.9% | -19.2% | -12.9% |
| 6M | +172.8% | -15.9% | +188.8% | +172.4% |
| YTD | +86.6% | -10.1% | +96.7% | +87.6% |
| 1Y | +65.2% | -10.2% | +75.4% | +66.6% |
| All | +400.4% | -15.4% | +415.8% | +406.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling