+53.5%
ALAB vs ALL
+30.2%
+23.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.1% |
| 7D | +16.3% | +5.0% | +11.3% | +25.8% |
| 30D | -26.1% | +13.3% | -39.5% | -8.2% |
| 3M | -31.3% | +3.2% | -34.5% | -24.8% |
| 6M | -1.0% | +25.3% | -26.4% | +55.7% |
| YTD | +33.3% | +30.5% | +2.9% | +134.3% |
| 1Y | +53.5% | +29.2% | +24.3% | +169.1% |
| All | +53.5% | +30.2% | +23.4% | +169.1% |
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