+24.5%
ALAB vs F
+2.7%
+21.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.4% | -5.2% |
| 7D | -24.9% | +6.0% | -30.9% | -26.3% |
| 30D | -38.4% | +4.3% | -42.7% | -39.3% |
| 3M | -38.3% | -10.1% | -28.2% | -36.3% |
| 6M | +10.9% | +12.8% | -1.8% | +6.4% |
| YTD | +34.2% | -0.1% | +34.3% | +21.3% |
| 1Y | +24.5% | +3.7% | +20.8% | +9.1% |
| All | +24.5% | +2.7% | +21.8% | +9.1% |
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