+400.4%
ALAB vs DE
+83.6%
+316.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +9.8% |
| 7D | +7.2% | +10.0% | -2.8% | +3.0% |
| 30D | -2.5% | +13.3% | -15.8% | -7.7% |
| 3M | -13.3% | +17.5% | -30.8% | -18.9% |
| 6M | +172.8% | +13.6% | +159.3% | +156.4% |
| YTD | +86.6% | +49.8% | +36.8% | +50.3% |
| 1Y | +65.2% | +47.9% | +17.3% | +32.4% |
| All | +400.4% | +83.6% | +316.8% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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