+189.3%
ALAB vs F
+18.3%
+171.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.1% | -18.5% | -19.3% |
| 7D | -38.2% | +1.4% | -39.6% | -38.5% |
| 30D | -54.0% | +2.0% | -56.0% | -54.3% |
| 3M | -43.6% | -10.4% | -33.3% | -41.8% |
| 6M | -16.8% | +9.7% | -26.5% | -20.2% |
| YTD | +7.9% | -1.2% | +9.1% | +5.5% |
| 1Y | -1.4% | 0.0% | -1.4% | -3.8% |
| All | +189.3% | +18.3% | +171.0% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling