+249.6%
ALAB vs BB
+264.4%
-14.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.5% | +8.2% | +11.1% |
| 7D | -5.6% | +15.0% | -20.5% | -11.2% |
| 30D | -36.6% | +3.5% | -40.1% | -37.1% |
| 3M | -35.1% | +2.7% | -37.8% | -35.9% |
| 6M | +8.5% | +44.7% | -36.2% | -8.1% |
| YTD | +30.4% | +143.3% | -112.9% | -14.7% |
| 1Y | +31.0% | +102.2% | -71.1% | -7.5% |
| All | +249.6% | +264.4% | -14.8% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling