+249.6%
ALAB vs CB
+44.5%
+205.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.4% | +14.1% | +13.3% |
| 7D | -5.6% | -1.5% | -4.1% | -7.0% |
| 30D | -36.6% | +6.5% | -43.1% | -31.7% |
| 3M | -35.1% | +4.1% | -39.2% | -31.3% |
| 6M | +8.5% | +14.4% | -5.9% | +28.2% |
| YTD | +30.4% | +17.5% | +12.9% | +58.4% |
| 1Y | +31.0% | +27.5% | +3.5% | +65.1% |
| All | +249.6% | +44.5% | +205.2% | +405.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling