+400.4%
ALAB vs BAX
-35.8%
+436.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.7% | +9.7% |
| 7D | +7.2% | -1.1% | +8.4% | +7.3% |
| 30D | -2.5% | -5.5% | +2.9% | -2.3% |
| 3M | -13.3% | +33.5% | -46.8% | -13.6% |
| 6M | +172.8% | +35.9% | +137.0% | +169.8% |
| YTD | +86.6% | +35.4% | +51.2% | +86.1% |
| 1Y | +65.2% | +9.8% | +55.4% | +65.0% |
| All | +400.4% | -35.8% | +436.2% | +378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling