+40.1%
ALAB vs BAX
+1.4%
+38.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.1% |
| 7D | +9.6% | -5.1% | +14.7% | +10.0% |
| 30D | -5.3% | -12.2% | +6.9% | -4.7% |
| 3M | -12.0% | +21.8% | -33.9% | -11.4% |
| 6M | +145.7% | +36.3% | +109.4% | +142.7% |
| YTD | +80.7% | +27.8% | +52.8% | +86.1% |
| 1Y | +40.1% | -0.1% | +40.2% | +37.8% |
| All | +40.1% | +1.4% | +38.7% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling