-43.6%
ALAB vs C
-13.3%
-30.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -5.0% | -14.6% | -14.9% |
| 7D | -38.2% | -5.3% | -32.9% | -34.3% |
| 30D | -54.0% | -7.3% | -46.6% | -51.2% |
| 3M | -43.6% | -13.5% | -30.2% | -38.9% |
| All | -43.6% | -13.3% | -30.4% | -38.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling