+384.5%
ALAB vs BG
+37.0%
+347.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.0% |
| 7D | +9.6% | +0.5% | +9.1% | +9.8% |
| 30D | -5.3% | +10.3% | -15.6% | -4.6% |
| 3M | -12.0% | -1.9% | -10.2% | -11.3% |
| 6M | +145.7% | +5.2% | +140.5% | +147.6% |
| YTD | +80.7% | +41.2% | +39.5% | +82.0% |
| 1Y | +40.1% | +50.5% | -10.4% | +40.9% |
| All | +384.5% | +37.0% | +347.5% | +357.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling