+248.5%
ALAB vs BB
+261.3%
-12.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | -7.5% | +11.6% | -19.1% | -11.7% |
| 30D | -36.8% | +2.6% | -39.4% | -37.1% |
| 3M | -31.9% | +3.5% | -35.4% | -32.9% |
| 6M | +8.2% | +43.5% | -35.3% | -8.1% |
| YTD | +29.9% | +141.2% | -111.2% | -14.6% |
| 1Y | +24.4% | +97.4% | -73.0% | -11.1% |
| All | +248.5% | +261.3% | -12.8% | +93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling