+257.6%
ALAB vs AR
+47.9%
+209.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +16.3% | +7.4% | +8.9% | +13.8% |
| 30D | -26.1% | +5.8% | -31.9% | -27.3% |
| 3M | -31.3% | +5.2% | -36.5% | -32.7% |
| 6M | -1.0% | +5.4% | -6.5% | -4.2% |
| YTD | +33.3% | +12.4% | +20.9% | +22.2% |
| 1Y | +53.5% | +12.8% | +40.7% | +40.5% |
| All | +257.6% | +47.9% | +209.7% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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