+400.4%
ALAB vs BR
-10.6%
+411.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.4% | +13.1% | +9.5% |
| 7D | +7.2% | -5.3% | +12.5% | +6.8% |
| 30D | -2.5% | +6.4% | -9.0% | -2.2% |
| 3M | -13.3% | +13.6% | -27.0% | -11.2% |
| 6M | +172.8% | -6.7% | +179.5% | +195.6% |
| YTD | +86.6% | -21.1% | +107.7% | +118.0% |
| 1Y | +65.2% | -29.6% | +94.7% | +107.7% |
| All | +400.4% | -10.6% | +411.0% | +406.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling