+400.4%
ALAB vs BG
+31.7%
+368.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.2% | +10.9% | +9.7% |
| 7D | +7.2% | +2.8% | +4.4% | +7.4% |
| 30D | -2.5% | +12.0% | -14.6% | -2.0% |
| 3M | -13.3% | -7.7% | -5.6% | -12.8% |
| 6M | +172.8% | +4.5% | +168.3% | +173.9% |
| YTD | +86.6% | +35.7% | +50.9% | +87.3% |
| 1Y | +65.2% | +50.1% | +15.1% | +64.9% |
| All | +400.4% | +31.7% | +368.7% | +370.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling