+207.4%
ALAB vs AS
+108.8%
+98.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.0% |
| 7D | -26.3% | +6.9% | -33.2% | -29.0% |
| 30D | -50.1% | +16.0% | -66.1% | -54.1% |
| 3M | -42.5% | -12.8% | -29.6% | -38.6% |
| 6M | -10.8% | -15.4% | +4.5% | -4.3% |
| YTD | +14.6% | -15.7% | +30.4% | +22.4% |
| 1Y | +17.1% | +6.1% | +11.1% | +9.7% |
| All | +207.4% | +108.8% | +98.6% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling