+249.6%
ALAB vs B
+193.3%
+56.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +12.0% |
| 7D | -5.6% | +11.3% | -16.9% | -9.7% |
| 30D | -36.6% | +2.9% | -39.6% | -37.3% |
| 3M | -35.1% | -2.9% | -32.2% | -34.5% |
| 6M | +8.5% | -1.2% | +9.8% | +7.9% |
| YTD | +30.4% | -1.3% | +31.7% | +29.4% |
| 1Y | +31.0% | +30.4% | +0.6% | +20.1% |
| All | +249.6% | +193.3% | +56.3% | +173.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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