+24.5%
ALAB vs CB
+34.9%
-10.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | +0.1% |
| 7D | -24.9% | +5.3% | -30.1% | -15.5% |
| 30D | -38.4% | +13.2% | -51.6% | -17.9% |
| 3M | -38.3% | +7.8% | -46.0% | -25.8% |
| 6M | +10.9% | +15.8% | -4.9% | +64.2% |
| YTD | +34.2% | +21.0% | +13.2% | +124.0% |
| 1Y | +24.5% | +32.2% | -7.7% | +131.2% |
| All | +24.5% | +34.9% | -10.3% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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