+384.5%
ALAB vs AU
+482.8%
-98.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +9.6% | +0.6% | +9.0% | +9.4% |
| 30D | -5.3% | +12.3% | -17.6% | -8.8% |
| 3M | -12.0% | +29.4% | -41.4% | -19.4% |
| 6M | +145.7% | +3.2% | +142.5% | +136.6% |
| YTD | +80.7% | +31.8% | +48.9% | +62.2% |
| 1Y | +40.1% | +83.4% | -43.3% | +13.9% |
| All | +384.5% | +482.8% | -98.2% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling