+248.5%
ALAB vs AR
+43.7%
+204.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +4.3% | +9.1% | +12.0% |
| 7D | -7.5% | -5.8% | -1.7% | -5.6% |
| 30D | -36.8% | +4.8% | -41.6% | -37.6% |
| 3M | -31.9% | +1.5% | -33.4% | -32.5% |
| 6M | +8.2% | +4.7% | +3.5% | +4.8% |
| YTD | +29.9% | +9.2% | +20.7% | +20.2% |
| 1Y | +24.4% | +11.2% | +13.3% | +14.1% |
| All | +248.5% | +43.7% | +204.8% | +214.3% |
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 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