+207.4%
ALAB vs BN
+53.2%
+154.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +7.0% |
| 7D | -26.3% | +5.3% | -31.6% | -30.0% |
| 30D | -50.1% | +11.9% | -62.0% | -55.1% |
| 3M | -42.5% | -5.7% | -36.7% | -39.9% |
| 6M | -10.8% | -10.6% | -0.2% | -3.2% |
| YTD | +14.6% | -9.4% | +24.0% | +20.6% |
| 1Y | +17.1% | -8.8% | +25.9% | +22.7% |
| All | +207.4% | +53.2% | +154.3% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling