+400.4%
ALAB vs D
+52.1%
+348.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.2% | +9.5% |
| 7D | +7.2% | +1.5% | +5.8% | +8.2% |
| 30D | -2.5% | -2.6% | +0.1% | -4.0% |
| 3M | -13.3% | 0.0% | -13.3% | -12.9% |
| 6M | +172.8% | +7.4% | +165.5% | +187.0% |
| YTD | +86.6% | +15.9% | +70.7% | +106.1% |
| 1Y | +65.2% | +18.1% | +47.0% | +86.0% |
| All | +400.4% | +52.1% | +348.3% | +651.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling