+257.6%
ALAB vs COMP
+242.6%
+15.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.0% |
| 7D | +16.3% | 0.0% | +16.3% | +16.4% |
| 30D | -26.1% | +16.6% | -42.7% | -28.9% |
| 3M | -31.3% | -23.5% | -7.8% | -27.1% |
| 6M | -1.0% | +25.7% | -26.7% | -7.8% |
| YTD | +33.3% | -3.4% | +36.7% | +32.2% |
| 1Y | +53.5% | +7.6% | +46.0% | +48.9% |
| All | +257.6% | +242.6% | +15.0% | +191.6% |
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