+23.5%
ALAB vs BR
-31.2%
+54.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | +0.6% | -6.0% | +6.6% | -3.8% |
| 30D | -8.8% | -0.9% | -8.0% | -9.1% |
| 3M | -14.0% | +16.4% | -30.4% | +1.1% |
| 6M | +144.3% | -8.2% | +152.5% | +152.3% |
| YTD | +71.0% | -23.2% | +94.2% | +54.0% |
| 1Y | +23.5% | -30.9% | +54.4% | +10.8% |
| All | +23.5% | -31.2% | +54.7% | +10.8% |
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