+189.3%
ALAB vs BA
-3.6%
+193.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.5% | -17.1% | -18.4% |
| 7D | -38.2% | -0.1% | -38.1% | -38.1% |
| 30D | -54.0% | -9.1% | -44.8% | -52.1% |
| 3M | -43.6% | -28.2% | -15.5% | -34.0% |
| 6M | -16.8% | -23.1% | +6.3% | -6.6% |
| YTD | +7.9% | -20.6% | +28.4% | +19.2% |
| 1Y | -1.4% | -12.7% | +11.4% | +3.8% |
| All | +189.3% | -3.6% | +193.0% | +231.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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