+65.2%
ALAB vs F
+31.3%
+33.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.4% |
| 7D | +7.2% | +5.3% | +1.9% | +6.0% |
| 30D | -2.5% | +4.6% | -7.1% | -3.7% |
| 3M | -13.3% | -3.7% | -9.6% | -12.9% |
| 6M | +172.8% | +16.8% | +156.0% | +156.1% |
| YTD | +86.6% | +15.3% | +71.3% | +73.5% |
| 1Y | +65.2% | +31.0% | +34.1% | +60.1% |
| All | +65.2% | +31.3% | +33.8% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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