+249.6%
ALAB vs COMP
+262.1%
-12.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.7% | +8.0% | +12.3% |
| 7D | -5.6% | +14.5% | -20.1% | -8.4% |
| 30D | -36.6% | +14.9% | -51.5% | -38.8% |
| 3M | -35.1% | -14.2% | -20.9% | -33.0% |
| 6M | +8.5% | +23.7% | -15.2% | +1.4% |
| YTD | +30.4% | +2.1% | +28.3% | +27.6% |
| 1Y | +31.0% | +26.2% | +4.8% | +22.6% |
| All | +249.6% | +262.1% | -12.5% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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