+249.6%
ALAB vs BN
+59.1%
+190.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.8% | +9.9% | +10.5% |
| 7D | -5.6% | +3.6% | -9.2% | -8.0% |
| 30D | -36.6% | +15.9% | -52.5% | -44.5% |
| 3M | -35.1% | -2.3% | -32.8% | -34.0% |
| 6M | +8.5% | -8.4% | +17.0% | +15.9% |
| YTD | +30.4% | -5.9% | +36.2% | +33.3% |
| 1Y | +31.0% | -5.6% | +36.6% | +33.8% |
| All | +249.6% | +59.1% | +190.6% | +132.5% |
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