+248.5%
ALAB vs BP
+36.5%
+212.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -7.5% | -6.3% | -1.1% | -5.2% |
| 30D | -36.8% | -3.6% | -33.2% | -36.0% |
| 3M | -31.9% | +5.2% | -37.1% | -34.0% |
| 6M | +8.2% | +5.3% | +2.9% | +3.8% |
| YTD | +29.9% | +33.1% | -3.2% | +4.5% |
| 1Y | +24.4% | +26.3% | -1.9% | +3.7% |
| All | +248.5% | +36.5% | +212.0% | +187.5% |
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