+248.5%
ALAB vs F
+17.4%
+231.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -7.5% | +1.0% | -8.4% | -7.7% |
| 30D | -36.8% | +2.1% | -39.0% | -37.4% |
| 3M | -31.9% | -10.3% | -21.6% | -29.6% |
| 6M | +8.2% | +3.3% | +4.9% | +5.9% |
| YTD | +29.9% | -2.0% | +31.9% | +27.5% |
| 1Y | +24.4% | -2.3% | +26.7% | +22.3% |
| All | +248.5% | +17.4% | +231.1% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling