+400.4%
ALAB vs DOW
-39.7%
+440.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.0% | +12.8% | +10.2% |
| 7D | +7.2% | -2.4% | +9.6% | +7.5% |
| 30D | -2.5% | +0.4% | -2.9% | -2.9% |
| 3M | -13.3% | -14.4% | +1.1% | -10.6% |
| 6M | +172.8% | -7.0% | +179.8% | +171.1% |
| YTD | +86.6% | +30.2% | +56.4% | +66.4% |
| 1Y | +65.2% | +29.2% | +35.9% | +47.0% |
| All | +400.4% | -39.7% | +440.1% | +466.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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