+207.4%
ALAB vs CB
+45.1%
+162.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.0% | +4.4% |
| 7D | -26.3% | +0.2% | -26.5% | -25.9% |
| 30D | -50.1% | +9.1% | -59.2% | -44.8% |
| 3M | -42.5% | +3.4% | -45.9% | -39.5% |
| 6M | -10.8% | +14.1% | -24.9% | +5.2% |
| YTD | +14.6% | +18.0% | -3.4% | +39.9% |
| 1Y | +17.1% | +30.1% | -13.0% | +49.1% |
| All | +207.4% | +45.1% | +162.4% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling