+189.3%
ALAB vs AR
+38.9%
+150.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.8% | -16.8% | -18.7% |
| 7D | -38.2% | -11.7% | -26.5% | -35.7% |
| 30D | -54.0% | +1.8% | -55.8% | -54.2% |
| 3M | -43.6% | +6.0% | -49.6% | -45.2% |
| 6M | -16.8% | -7.0% | -9.8% | -15.7% |
| YTD | +7.9% | +5.6% | +2.3% | +0.8% |
| 1Y | -1.4% | +10.8% | -12.2% | -10.0% |
| All | +189.3% | +38.9% | +150.4% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling