+24.8%
ALAB vs CG
-18.0%
+42.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.6% | +7.1% | +10.6% |
| 7D | -5.6% | +3.0% | -8.6% | -6.1% |
| 30D | -36.6% | +10.1% | -46.8% | -38.7% |
| 3M | -35.1% | -10.8% | -24.3% | -31.5% |
| 6M | +8.5% | -15.2% | +23.8% | +18.5% |
| YTD | +30.4% | -26.9% | +57.3% | +50.1% |
| All | +24.8% | -18.0% | +42.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling