+369.5%
ALAB vs AU
+460.7%
-91.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.2% |
| 7D | -6.2% | -4.3% | -1.9% | -5.0% |
| 30D | -8.7% | +7.3% | -16.0% | -10.9% |
| 3M | -20.7% | +26.3% | -47.1% | -26.9% |
| 6M | +133.5% | +1.8% | +131.8% | +125.8% |
| YTD | +75.1% | +26.8% | +48.2% | +58.9% |
| 1Y | +25.0% | +66.7% | -41.6% | +4.4% |
| All | +369.5% | +460.7% | -91.2% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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