+65.2%
ALAB vs ALL
+28.3%
+36.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +7.7% |
| 7D | +7.2% | 0.0% | +7.2% | +7.4% |
| 30D | -2.5% | -1.5% | -1.0% | -4.6% |
| 3M | -13.3% | +23.6% | -36.9% | +24.6% |
| 6M | +172.8% | +22.3% | +150.5% | +287.4% |
| YTD | +86.6% | +26.5% | +60.1% | +189.9% |
| 1Y | +65.2% | +27.0% | +38.1% | +166.3% |
| All | +65.2% | +28.3% | +36.8% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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