+189.3%
ALAB vs COMP
+209.4%
-20.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -8.2% | -11.5% | -17.6% |
| 7D | -38.2% | -1.8% | -36.4% | -37.8% |
| 30D | -54.0% | -0.8% | -53.2% | -54.0% |
| 3M | -43.6% | -28.1% | -15.5% | -39.3% |
| 6M | -16.8% | +27.0% | -43.8% | -23.4% |
| YTD | +7.9% | -12.8% | +20.7% | +9.7% |
| 1Y | -1.4% | +4.9% | -6.2% | -3.5% |
| All | +189.3% | +209.4% | -20.1% | +141.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling