+257.6%
ALAB vs B
+160.8%
+96.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -2.0% | -2.4% |
| 7D | +16.3% | -7.3% | +23.6% | +19.9% |
| 30D | -26.1% | -3.3% | -22.8% | -25.1% |
| 3M | -31.3% | -7.8% | -23.5% | -29.2% |
| 6M | -1.0% | -15.5% | +14.5% | +4.5% |
| YTD | +33.3% | -12.3% | +45.6% | +38.5% |
| 1Y | +53.5% | +5.4% | +48.2% | +51.3% |
| All | +257.6% | +160.8% | +96.8% | +192.3% |
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