+257.6%
ALAB vs FIVE
+18.9%
+238.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +16.3% | +2.7% | +13.7% | +15.5% |
| 30D | -26.1% | +12.7% | -38.8% | -28.6% |
| 3M | -31.3% | +2.1% | -33.3% | -32.0% |
| 6M | -1.0% | +17.5% | -18.5% | -7.1% |
| YTD | +33.3% | +31.0% | +2.4% | +19.4% |
| 1Y | +53.5% | +67.7% | -14.2% | +26.4% |
| All | +257.6% | +18.9% | +238.7% | +140.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling