+24.5%
ALAB vs ALL
+42.7%
-18.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | +0.3% |
| 7D | -24.9% | +7.5% | -32.4% | -14.7% |
| 30D | -38.4% | +19.7% | -58.1% | -15.8% |
| 3M | -38.3% | +2.9% | -41.2% | -32.7% |
| 6M | +10.9% | +23.5% | -12.6% | +71.8% |
| YTD | +34.2% | +31.1% | +3.1% | +139.1% |
| 1Y | +24.5% | +40.5% | -15.9% | +132.9% |
| All | +24.5% | +42.7% | -18.2% | +132.9% |
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