+400.4%
ALAB vs CAPR
+39.9%
+360.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.7% |
| 7D | +7.2% | -2.0% | +9.2% | +7.3% |
| 30D | -2.5% | +139.2% | -141.7% | -5.6% |
| 3M | -13.3% | -66.4% | +53.1% | -12.0% |
| 6M | +172.8% | -63.1% | +236.0% | +176.0% |
| YTD | +86.6% | -67.4% | +154.0% | +89.4% |
| 1Y | +65.2% | +58.2% | +6.9% | +50.0% |
| All | +400.4% | +39.9% | +360.5% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling