+267.2%
ALAB vs ALL
+72.7%
+194.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -0.2% |
| 7D | +26.9% | 0.0% | +26.9% | +27.3% |
| 30D | -30.0% | +12.8% | -42.8% | -23.4% |
| 3M | -28.5% | +4.7% | -33.2% | -24.5% |
| 6M | +11.4% | +24.9% | -13.5% | +30.9% |
| YTD | +36.9% | +30.0% | +6.9% | +64.9% |
| 1Y | +44.4% | +29.9% | +14.4% | +73.8% |
| All | +267.2% | +72.7% | +194.5% | +369.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling