+400.4%
ALAB vs D
+50.6%
+349.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.4% | +11.2% | +8.9% |
| 7D | +7.2% | +0.4% | +6.8% | +7.6% |
| 30D | -2.5% | -3.6% | +1.0% | -4.6% |
| 3M | -13.3% | -1.0% | -12.3% | -13.4% |
| 6M | +172.8% | +6.3% | +166.6% | +185.5% |
| YTD | +86.6% | +14.7% | +71.9% | +104.9% |
| 1Y | +65.2% | +16.9% | +48.2% | +85.0% |
| All | +400.4% | +50.6% | +349.8% | +647.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling