+65.2%
ALAB vs BN
-6.5%
+71.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.0% | +9.9% |
| 7D | +7.2% | -2.5% | +9.7% | +8.9% |
| 30D | -2.5% | -9.5% | +7.0% | +3.3% |
| 3M | -13.3% | -10.4% | -2.9% | -7.5% |
| 6M | +172.8% | -6.4% | +179.2% | +175.7% |
| YTD | +86.6% | -11.9% | +98.4% | +91.7% |
| 1Y | +65.2% | -8.6% | +73.8% | +67.1% |
| All | +65.2% | -6.5% | +71.6% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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