+24.5%
ALAB vs FIVE
+63.3%
-38.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.7% | -11.1% | -5.8% |
| 7D | -24.9% | +7.5% | -32.4% | -26.0% |
| 30D | -38.4% | +16.7% | -55.1% | -40.5% |
| 3M | -38.3% | +13.4% | -51.6% | -40.5% |
| 6M | +10.9% | +9.0% | +1.9% | +9.8% |
| YTD | +34.2% | +33.8% | +0.4% | +4.0% |
| 1Y | +24.5% | +61.2% | -36.6% | -24.9% |
| All | +24.5% | +63.3% | -38.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling