+365.7%
ALAB vs CG
+9.1%
+356.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.2% | -4.8% | -5.3% |
| 7D | +3.2% | -1.3% | +4.5% | +4.1% |
| 30D | -13.6% | -3.2% | -10.4% | -12.0% |
| 3M | -16.6% | +6.2% | -22.8% | -21.5% |
| 6M | +142.3% | -4.7% | +147.0% | +144.4% |
| YTD | +73.6% | -20.6% | +94.3% | +102.3% |
| 1Y | +33.7% | -26.4% | +60.0% | +65.3% |
| All | +365.7% | +9.1% | +356.6% | +314.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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