+37.8%
ALAB vs COMP
+16.3%
+21.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.9% |
| 7D | +3.4% | +2.2% | +1.2% | +3.2% |
| 30D | -28.8% | +16.3% | -45.1% | -32.0% |
| 3M | -26.0% | -19.1% | -6.8% | -21.4% |
| 6M | +11.4% | +17.1% | -5.8% | +3.0% |
| YTD | +38.8% | -2.9% | +41.7% | +56.8% |
| 1Y | +37.8% | +8.8% | +29.0% | +50.3% |
| All | +37.8% | +16.3% | +21.5% | +50.3% |
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 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