+207.4%
ALAB vs C
+119.4%
+88.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +5.8% |
| 7D | -26.3% | -2.4% | -23.9% | -24.0% |
| 30D | -50.1% | -6.0% | -44.1% | -46.9% |
| 3M | -42.5% | -10.5% | -31.9% | -36.0% |
| 6M | -10.8% | -5.7% | -5.1% | -5.0% |
| YTD | +14.6% | +4.1% | +10.5% | +12.3% |
| 1Y | +17.1% | +20.5% | -3.4% | +1.6% |
| All | +207.4% | +119.4% | +88.1% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling