+358.7%
ALAB vs BG
+38.2%
+320.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.3% |
| 7D | +0.6% | +3.7% | -3.1% | +1.0% |
| 30D | -8.8% | +12.3% | -21.1% | -8.1% |
| 3M | -14.0% | -2.2% | -11.8% | -13.2% |
| 6M | +144.3% | +5.3% | +138.9% | +146.4% |
| YTD | +71.0% | +42.4% | +28.6% | +72.4% |
| 1Y | +23.5% | +55.2% | -31.7% | +24.1% |
| All | +358.7% | +38.2% | +320.5% | +333.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling