+365.7%
ALAB vs BP
+37.4%
+328.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.4% | -9.4% | -8.0% |
| 7D | +3.2% | +0.9% | +2.3% | +2.7% |
| 30D | -13.6% | +9.1% | -22.7% | -17.1% |
| 3M | -16.6% | +3.9% | -20.5% | -18.2% |
| 6M | +142.3% | +13.6% | +128.7% | +120.0% |
| YTD | +73.6% | +34.0% | +39.6% | +40.2% |
| 1Y | +33.7% | +39.2% | -5.5% | +4.6% |
| All | +365.7% | +37.4% | +328.3% | +285.5% |
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