+44.4%
ALAB vs CAPR
+65.7%
-21.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.7% | +7.4% | -1.1% |
| 7D | +26.9% | +19.1% | +7.9% | +26.3% |
| 30D | -30.0% | +48.8% | -78.8% | -30.7% |
| 3M | -28.5% | +144.4% | -172.9% | -30.4% |
| 6M | +11.4% | -67.5% | +78.9% | +12.7% |
| YTD | +36.9% | -64.5% | +101.4% | +38.0% |
| 1Y | +44.4% | +74.4% | -30.1% | +35.6% |
| All | +44.4% | +65.7% | -21.3% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling