+400.4%
ALAB vs CAH
+126.9%
+273.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.3% | +9.7% |
| 7D | +7.2% | +5.4% | +1.8% | +7.8% |
| 30D | -2.5% | +3.3% | -5.8% | -2.2% |
| 3M | -13.3% | +22.8% | -36.1% | -12.9% |
| 6M | +172.8% | +11.3% | +161.6% | +174.6% |
| YTD | +86.6% | +21.1% | +65.4% | +87.5% |
| 1Y | +65.2% | +67.2% | -2.1% | +64.0% |
| All | +400.4% | +126.9% | +273.5% | +385.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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