+400.4%
ALAB vs F
+38.1%
+362.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.5% | +8.3% | +9.3% |
| 7D | +7.2% | +5.3% | +1.9% | +5.4% |
| 30D | -2.5% | +4.6% | -7.1% | -4.2% |
| 3M | -13.3% | -3.7% | -9.6% | -12.5% |
| 6M | +172.8% | +16.8% | +156.0% | +155.4% |
| YTD | +86.6% | +15.3% | +71.3% | +73.8% |
| 1Y | +65.2% | +31.0% | +34.1% | +45.9% |
| All | +400.4% | +38.1% | +362.3% | +299.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling