+189.3%
ALAB vs D
+60.9%
+128.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.2% | -19.5% | -19.7% |
| 7D | -38.2% | +6.9% | -45.1% | -35.0% |
| 30D | -54.0% | +12.3% | -66.3% | -49.7% |
| 3M | -43.6% | +3.0% | -46.7% | -41.5% |
| 6M | -16.8% | +12.8% | -29.6% | -8.2% |
| YTD | +7.9% | +22.6% | -14.7% | +25.5% |
| 1Y | -1.4% | +21.7% | -23.0% | +15.0% |
| All | +189.3% | +60.9% | +128.4% | +357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling