+365.7%
ALAB vs BR
-12.8%
+378.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.5% | -7.1% |
| 7D | +3.2% | -5.9% | +9.1% | +2.7% |
| 30D | -13.6% | +1.9% | -15.5% | -13.5% |
| 3M | -16.6% | +14.7% | -31.2% | -15.2% |
| 6M | +142.3% | -12.8% | +155.1% | +165.9% |
| YTD | +73.6% | -23.0% | +96.7% | +102.4% |
| 1Y | +33.7% | -31.7% | +65.3% | +68.4% |
| All | +365.7% | -12.8% | +378.5% | +369.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling