+384.5%
ALAB vs DGX
+92.1%
+292.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +9.6% | -2.2% | +11.9% | +8.7% |
| 30D | -5.3% | -0.9% | -4.3% | -5.5% |
| 3M | -12.0% | +15.6% | -27.6% | -6.3% |
| 6M | +145.7% | +17.8% | +127.9% | +164.5% |
| YTD | +80.7% | +37.5% | +43.2% | +103.3% |
| 1Y | +40.1% | +31.2% | +9.0% | +56.2% |
| All | +384.5% | +92.1% | +292.4% | +531.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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