+248.5%
ALAB vs C
+125.3%
+123.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | -7.5% | -0.4% | -7.1% | -6.2% |
| 30D | -36.8% | -5.2% | -31.7% | -33.2% |
| 3M | -31.9% | -9.1% | -22.8% | -25.2% |
| 6M | +8.2% | -1.6% | +9.8% | +11.3% |
| YTD | +29.9% | +6.9% | +23.0% | +24.5% |
| 1Y | +24.4% | +23.0% | +1.5% | +6.0% |
| All | +248.5% | +125.3% | +123.2% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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