+17.1%
ALAB vs D
+19.8%
-2.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +4.9% |
| 7D | -26.3% | +3.0% | -29.3% | -24.0% |
| 30D | -50.1% | +11.5% | -61.6% | -44.8% |
| 3M | -42.5% | +3.7% | -46.2% | -39.4% |
| 6M | -10.8% | +13.5% | -24.4% | +0.5% |
| YTD | +14.6% | +20.7% | -6.1% | +37.0% |
| 1Y | +17.1% | +18.2% | -1.1% | +39.8% |
| All | +17.1% | +19.8% | -2.7% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling