+207.4%
ALAB vs F
+17.5%
+190.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.0% | +6.5% |
| 7D | -26.3% | +1.6% | -27.8% | -26.8% |
| 30D | -50.1% | +2.6% | -52.7% | -50.6% |
| 3M | -42.5% | -8.8% | -33.7% | -40.9% |
| 6M | -10.8% | +4.6% | -15.5% | -13.1% |
| YTD | +14.6% | -1.9% | +16.5% | +12.4% |
| 1Y | +17.1% | -0.8% | +17.9% | +14.5% |
| All | +207.4% | +17.5% | +190.0% | +158.5% |
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