+24.5%
ALAB vs BR
-14.2%
+38.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -1.7% |
| 7D | -24.9% | +7.0% | -31.8% | -19.8% |
| 30D | -38.4% | +19.0% | -57.4% | -27.8% |
| 3M | -38.3% | +13.1% | -51.4% | -30.0% |
| 6M | +10.9% | +24.6% | -13.7% | +44.4% |
| YTD | +34.2% | -13.6% | +47.8% | +40.3% |
| 1Y | +24.5% | -13.1% | +37.6% | +28.6% |
| All | +24.5% | -14.2% | +38.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling