+37.8%
ALAB vs AR
+11.6%
+26.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.8% |
| 7D | +3.4% | +2.1% | +1.3% | +3.3% |
| 30D | -28.8% | +4.5% | -33.3% | -28.2% |
| 3M | -26.0% | +1.0% | -27.0% | -25.6% |
| 6M | +11.4% | +4.4% | +6.9% | +13.0% |
| YTD | +38.8% | +10.9% | +27.9% | +33.5% |
| 1Y | +37.8% | +8.6% | +29.3% | +34.7% |
| All | +37.8% | +11.6% | +26.3% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling