+248.5%
ALAB vs CAPR
+32.0%
+216.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.6% | 0.0% |
| 7D | -7.5% | +7.6% | -15.1% | -7.7% |
| 30D | -36.8% | +13.3% | -50.1% | -37.1% |
| 3M | -31.9% | +130.4% | -162.2% | -34.1% |
| 6M | +8.2% | -70.8% | +79.0% | +10.1% |
| YTD | +29.9% | -69.3% | +99.2% | +31.8% |
| 1Y | +24.4% | +59.5% | -35.1% | +12.6% |
| All | +248.5% | +32.0% | +216.5% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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