+267.2%
ALAB vs F
+13.7%
+253.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.4% |
| 7D | +26.9% | -3.9% | +30.8% | +28.6% |
| 30D | -30.0% | -0.5% | -29.5% | -30.0% |
| 3M | -28.5% | -12.9% | -15.6% | -25.5% |
| 6M | +11.4% | +1.5% | +9.9% | +9.7% |
| YTD | +36.9% | -5.0% | +41.9% | +35.7% |
| 1Y | +44.4% | -7.3% | +51.7% | +44.5% |
| All | +267.2% | +13.7% | +253.5% | +212.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling