+249.6%
ALAB vs CAPR
+46.6%
+203.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +9.4% | +4.3% | +13.4% |
| 7D | -5.6% | +36.0% | -41.6% | -6.4% |
| 30D | -36.6% | +25.8% | -62.4% | -37.1% |
| 3M | -35.1% | +140.8% | -175.9% | -37.3% |
| 6M | +8.5% | -67.6% | +76.1% | +10.1% |
| YTD | +30.4% | -65.9% | +96.2% | +31.9% |
| 1Y | +31.0% | +66.1% | -35.1% | +18.8% |
| All | +249.6% | +46.6% | +203.0% | +150.0% |
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