+24.5%
ALAB vs BB
+88.0%
-63.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.0% | -11.4% | -7.4% |
| 7D | -24.9% | -6.8% | -18.1% | -22.5% |
| 30D | -38.4% | -3.5% | -34.9% | -37.3% |
| 3M | -38.3% | -1.2% | -37.0% | -38.1% |
| 6M | +10.9% | +57.0% | -46.0% | +4.6% |
| YTD | +34.2% | +131.1% | -96.9% | +5.5% |
| 1Y | +24.5% | +87.6% | -63.1% | +3.6% |
| All | +24.5% | +88.0% | -63.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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