+248.5%
ALAB vs D
+58.0%
+190.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.2% |
| 7D | -7.5% | +2.4% | -9.8% | -5.7% |
| 30D | -36.8% | +10.9% | -47.7% | -31.6% |
| 3M | -31.9% | +2.8% | -34.7% | -29.5% |
| 6M | +8.2% | +12.7% | -4.5% | +19.2% |
| YTD | +29.9% | +20.3% | +9.6% | +49.5% |
| 1Y | +24.4% | +17.1% | +7.3% | +41.7% |
| All | +248.5% | +58.0% | +190.5% | +444.9% |
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