+400.4%
ALAB vs CB
+35.4%
+365.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +7.8% |
| 7D | +7.2% | +0.5% | +6.7% | +7.8% |
| 30D | -2.5% | -3.1% | +0.6% | -5.3% |
| 3M | -13.3% | +9.0% | -22.3% | -4.5% |
| 6M | +172.8% | +2.9% | +170.0% | +190.9% |
| YTD | +86.6% | +10.1% | +76.5% | +109.2% |
| 1Y | +65.2% | +22.8% | +42.4% | +94.6% |
| All | +400.4% | +35.4% | +365.0% | +567.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling