+384.5%
ALAB vs BN
+42.3%
+342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +5.7% |
| 7D | +9.6% | -3.0% | +12.6% | +12.6% |
| 30D | -5.3% | -13.0% | +7.7% | +6.7% |
| 3M | -12.0% | -15.2% | +3.2% | +1.0% |
| 6M | +145.7% | -5.9% | +151.6% | +154.3% |
| YTD | +80.7% | -15.8% | +96.4% | +103.5% |
| 1Y | +40.1% | -12.2% | +52.3% | +51.2% |
| All | +384.5% | +42.3% | +342.2% | +255.1% |
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 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