+400.4%
ALAB vs COMP
+273.2%
+127.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.5% | +9.2% | +9.6% |
| 7D | +7.2% | +1.4% | +5.9% | +6.8% |
| 30D | -2.5% | -13.3% | +10.8% | +0.6% |
| 3M | -13.3% | +41.1% | -54.4% | -20.9% |
| 6M | +172.8% | +17.2% | +155.7% | +156.1% |
| YTD | +86.6% | +5.2% | +81.4% | +81.8% |
| 1Y | +65.2% | +18.9% | +46.2% | +56.1% |
| All | +400.4% | +273.2% | +127.2% | +300.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling