+24.5%
ALAB vs BN
-3.9%
+28.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -7.4% |
| 7D | -24.9% | +12.0% | -36.9% | -30.0% |
| 30D | -38.4% | +17.0% | -55.4% | -44.3% |
| 3M | -38.3% | -3.2% | -35.0% | -37.1% |
| 6M | +10.9% | -3.9% | +14.8% | +12.9% |
| YTD | +34.2% | -5.6% | +39.8% | +29.7% |
| 1Y | +24.5% | -4.7% | +29.3% | +18.3% |
| All | +24.5% | -3.9% | +28.4% | +18.3% |
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