+249.6%
ALAB vs D
+57.7%
+191.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.5% | +14.2% | +13.4% |
| 7D | -5.6% | +0.8% | -6.3% | -4.8% |
| 30D | -36.6% | +10.7% | -47.3% | -31.5% |
| 3M | -35.1% | +2.3% | -37.4% | -33.1% |
| 6M | +8.5% | +12.5% | -3.9% | +19.4% |
| YTD | +30.4% | +20.1% | +10.3% | +49.8% |
| 1Y | +31.0% | +15.6% | +15.5% | +48.1% |
| All | +249.6% | +57.7% | +191.9% | +445.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling