+24.8%
ALAB vs B
+24.4%
+0.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.2% | +9.5% | +11.5% |
| 7D | -5.6% | +11.3% | -16.9% | -10.8% |
| 30D | -36.6% | +2.9% | -39.6% | -37.4% |
| 3M | -35.1% | -2.9% | -32.2% | -34.3% |
| 6M | +8.5% | -1.2% | +9.8% | +7.1% |
| YTD | +30.4% | -1.3% | +31.7% | +28.7% |
| All | +24.8% | +24.4% | +0.5% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling