+24.4%
ALAB vs CAPR
+47.8%
-23.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.9% | +9.6% | -0.1% |
| 7D | -7.5% | +7.6% | -15.1% | -7.6% |
| 30D | -36.8% | +13.3% | -50.1% | -37.1% |
| 3M | -31.9% | +130.4% | -162.2% | -33.5% |
| 6M | +8.2% | -70.8% | +79.0% | +9.8% |
| YTD | +29.9% | -69.3% | +99.2% | +31.5% |
| 1Y | +24.4% | +59.5% | -35.1% | +16.2% |
| All | +24.4% | +47.8% | -23.4% | +16.2% |
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