+207.4%
ALAB vs B
+181.4%
+26.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.7% | +6.0% |
| 7D | -26.3% | +9.6% | -35.9% | -29.3% |
| 30D | -50.1% | +3.5% | -53.6% | -50.8% |
| 3M | -42.5% | -1.6% | -40.9% | -42.3% |
| 6M | -10.8% | -1.7% | -9.2% | -11.2% |
| YTD | +14.6% | -5.3% | +20.0% | +15.5% |
| 1Y | +17.1% | +27.2% | -10.1% | +8.4% |
| All | +207.4% | +181.4% | +26.0% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling