+65.2%
ALAB vs DOC
+23.9%
+41.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.8% | +11.6% | +9.5% |
| 7D | +7.2% | -1.5% | +8.7% | +7.0% |
| 30D | -2.5% | -4.8% | +2.2% | -3.2% |
| 3M | -13.3% | +6.9% | -20.2% | -14.3% |
| 6M | +172.8% | +20.7% | +152.1% | +167.4% |
| YTD | +86.6% | +34.1% | +52.4% | +83.3% |
| 1Y | +65.2% | +22.6% | +42.5% | +62.1% |
| All | +65.2% | +23.9% | +41.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling