+65.2%
ALAB vs COR
+12.8%
+52.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.6% | +9.0% |
| 7D | +7.2% | +2.8% | +4.5% | +8.5% |
| 30D | -2.5% | +4.5% | -7.1% | -0.4% |
| 3M | -13.3% | +22.7% | -36.0% | -8.3% |
| 6M | +172.8% | -9.7% | +182.6% | +194.0% |
| YTD | +86.6% | -1.4% | +88.0% | +107.4% |
| 1Y | +65.2% | +13.9% | +51.2% | +94.9% |
| All | +65.2% | +12.8% | +52.3% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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