+24.5%
ALAB vs BG
+7.2%
+17.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.4% | -6.8% | -3.7% |
| 7D | -24.9% | -3.8% | -21.1% | -25.8% |
| 30D | -38.4% | -9.6% | -28.8% | -40.2% |
| 3M | -38.3% | -8.5% | -29.7% | -40.5% |
| 6M | +10.9% | -23.0% | +34.0% | +7.1% |
| YTD | +34.2% | +10.9% | +23.3% | +34.2% |
| 1Y | +24.5% | +6.0% | +18.6% | +21.3% |
| All | +24.5% | +7.2% | +17.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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