+257.6%
ALAB vs BR
-0.5%
+258.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.5% |
| 7D | +16.3% | +1.1% | +15.2% | +16.6% |
| 30D | -26.1% | +14.4% | -40.5% | -24.0% |
| 3M | -31.3% | +12.4% | -43.7% | -29.2% |
| 6M | -1.0% | +35.4% | -36.5% | +2.5% |
| YTD | +33.3% | -12.2% | +45.5% | +60.3% |
| 1Y | +53.5% | -12.7% | +66.3% | +85.1% |
| All | +257.6% | -0.5% | +258.1% | +272.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling