+249.6%
ALAB vs BP
+36.5%
+213.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.1% | +13.6% | +13.7% |
| 7D | -5.6% | -6.9% | +1.3% | -3.1% |
| 30D | -36.6% | -3.6% | -33.0% | -35.8% |
| 3M | -35.1% | +8.4% | -43.5% | -38.0% |
| 6M | +8.5% | +5.3% | +3.2% | +4.2% |
| YTD | +30.4% | +33.2% | -2.8% | +4.9% |
| 1Y | +31.0% | +28.2% | +2.9% | +8.1% |
| All | +249.6% | +36.5% | +213.1% | +188.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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