+384.5%
ALAB vs BB
+206.3%
+178.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.7% |
| 7D | +9.6% | +1.8% | +7.8% | +8.6% |
| 30D | -5.3% | -12.2% | +7.0% | +0.2% |
| 3M | -12.0% | -12.3% | +0.3% | -6.9% |
| 6M | +145.7% | +122.7% | +23.0% | +66.6% |
| YTD | +80.7% | +104.5% | -23.8% | +27.5% |
| 1Y | +40.1% | +106.7% | -66.5% | -2.7% |
| All | +384.5% | +206.3% | +178.2% | +189.0% |
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