+365.7%
ALAB vs BAX
-38.2%
+403.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.8% | -3.2% | -6.8% |
| 7D | +3.2% | -2.4% | +5.6% | +3.3% |
| 30D | -13.6% | -9.7% | -3.8% | -13.2% |
| 3M | -16.6% | +29.3% | -45.9% | -16.8% |
| 6M | +142.3% | +40.7% | +101.7% | +140.0% |
| YTD | +73.6% | +30.3% | +43.4% | +73.5% |
| 1Y | +33.7% | +3.4% | +30.3% | +33.9% |
| All | +365.7% | -38.2% | +403.9% | +346.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling