+249.6%
ALAB vs BAX
-34.4%
+284.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.4% | +11.3% | +13.6% |
| 7D | -5.6% | +9.0% | -14.6% | -5.8% |
| 30D | -36.6% | +8.5% | -45.1% | -36.7% |
| 3M | -35.1% | -4.1% | -31.0% | -34.9% |
| 6M | +8.5% | +46.9% | -38.4% | +8.0% |
| YTD | +30.4% | +38.4% | -8.0% | +30.1% |
| 1Y | +31.0% | +47.0% | -16.0% | +31.0% |
| All | +249.6% | -34.4% | +284.0% | +234.7% |
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