+267.2%
ALAB vs BN
+54.1%
+213.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.5% |
| 7D | +26.9% | -0.3% | +27.2% | +27.4% |
| 30D | -30.0% | +13.6% | -43.6% | -37.7% |
| 3M | -28.5% | -6.7% | -21.9% | -24.5% |
| 6M | +11.4% | -9.0% | +20.4% | +19.4% |
| YTD | +36.9% | -8.8% | +45.7% | +43.7% |
| 1Y | +44.4% | -10.6% | +55.0% | +54.9% |
| All | +267.2% | +54.1% | +213.1% | +150.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling