+248.5%
ALAB vs B
+175.4%
+73.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | +2.1% |
| 7D | -7.5% | +7.1% | -14.6% | -10.2% |
| 30D | -36.8% | -3.3% | -33.5% | -35.9% |
| 3M | -31.9% | -2.5% | -29.3% | -31.3% |
| 6M | +8.2% | -7.2% | +15.4% | +10.2% |
| YTD | +29.9% | -7.4% | +37.3% | +32.2% |
| 1Y | +24.4% | +16.4% | +8.0% | +18.5% |
| All | +248.5% | +175.4% | +73.1% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling