+249.6%
ALAB vs ALL
+64.4%
+185.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.4% | +14.1% | +13.4% |
| 7D | -5.6% | -3.9% | -1.7% | -7.9% |
| 30D | -36.6% | +10.6% | -47.2% | -31.6% |
| 3M | -35.1% | -4.6% | -30.5% | -35.3% |
| 6M | +8.5% | +20.2% | -11.6% | +23.7% |
| YTD | +30.4% | +23.7% | +6.7% | +51.7% |
| 1Y | +31.0% | +27.9% | +3.2% | +53.0% |
| All | +249.6% | +64.4% | +185.2% | +331.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling