+17.1%
ALAB vs COMP
+16.2%
+1.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.7% | -4.5% | +3.0% |
| 7D | -26.3% | +13.4% | -39.7% | -28.8% |
| 30D | -50.1% | +11.1% | -61.2% | -51.7% |
| 3M | -42.5% | -18.8% | -23.6% | -39.1% |
| 6M | -10.8% | +10.5% | -21.3% | -15.7% |
| YTD | +14.6% | -3.4% | +18.0% | +29.1% |
| 1Y | +17.1% | +19.7% | -2.6% | +26.0% |
| All | +17.1% | +16.2% | +1.0% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling