+207.4%
ALAB vs CAPR
+33.9%
+173.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.7% | +1.6% | +6.1% |
| 7D | -26.3% | +41.1% | -67.3% | -27.1% |
| 30D | -50.1% | +11.1% | -61.2% | -50.3% |
| 3M | -42.5% | +115.3% | -157.8% | -44.2% |
| 6M | -10.8% | -73.8% | +63.0% | -9.0% |
| YTD | +14.6% | -68.8% | +83.5% | +16.3% |
| 1Y | +17.1% | +43.3% | -26.2% | +7.0% |
| All | +207.4% | +33.9% | +173.5% | +120.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling