+207.4%
ALAB vs AR
+37.8%
+169.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.1% | +6.5% |
| 7D | -26.3% | -14.3% | -12.0% | -22.6% |
| 30D | -50.1% | +1.4% | -51.5% | -50.3% |
| 3M | -42.5% | +3.4% | -45.9% | -43.6% |
| 6M | -10.8% | -2.1% | -8.8% | -11.6% |
| YTD | +14.6% | +4.7% | +9.9% | +7.3% |
| 1Y | +17.1% | +10.6% | +6.5% | +6.8% |
| All | +207.4% | +37.8% | +169.7% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling