-16.8%
ALAB vs AR
-7.2%
-9.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.8% | -16.8% | -20.3% |
| 7D | -38.2% | -11.7% | -26.5% | -40.7% |
| 30D | -54.0% | +1.8% | -55.8% | -52.5% |
| 3M | -43.6% | +6.0% | -49.6% | -40.9% |
| 6M | -16.8% | -7.0% | -9.8% | -10.7% |
| All | -16.8% | -7.2% | -9.6% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling