+257.6%
ALAB vs BB
+251.8%
+5.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.5% |
| 7D | +16.3% | +1.8% | +14.5% | +15.6% |
| 30D | -26.1% | +8.1% | -34.3% | -28.1% |
| 3M | -31.3% | -1.0% | -30.3% | -30.8% |
| 6M | -1.0% | +45.9% | -46.9% | -16.2% |
| YTD | +33.3% | +134.8% | -101.5% | -11.2% |
| 1Y | +53.5% | +104.6% | -51.1% | +7.6% |
| All | +257.6% | +251.8% | +5.8% | +101.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling