+400.4%
ALAB vs B
+210.5%
+189.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.2% | +12.0% | +10.6% |
| 7D | +7.2% | -1.6% | +8.8% | +7.8% |
| 30D | -2.5% | +9.4% | -12.0% | -6.2% |
| 3M | -13.3% | +5.0% | -18.3% | -15.7% |
| 6M | +172.8% | -3.5% | +176.4% | +170.4% |
| YTD | +86.6% | +4.5% | +82.1% | +80.8% |
| 1Y | +65.2% | +67.8% | -2.6% | +38.5% |
| All | +400.4% | +210.5% | +189.9% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling