+248.5%
ALAB vs AS
+111.4%
+137.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.7% |
| 7D | -7.5% | +4.5% | -12.0% | -9.3% |
| 30D | -36.8% | +13.2% | -50.0% | -41.0% |
| 3M | -31.9% | -11.9% | -19.9% | -27.6% |
| 6M | +8.2% | -11.6% | +19.8% | +13.5% |
| YTD | +29.9% | -14.7% | +44.6% | +38.0% |
| 1Y | +24.4% | +5.7% | +18.7% | +16.9% |
| All | +248.5% | +111.4% | +137.1% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling