+207.4%
ALAB vs FIVE
+15.8%
+191.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | -26.3% | -0.3% | -26.0% | -26.1% |
| 30D | -50.1% | +17.7% | -67.8% | -52.6% |
| 3M | -42.5% | +4.0% | -46.4% | -43.5% |
| 6M | -10.8% | +2.6% | -13.5% | -12.6% |
| YTD | +14.6% | +27.6% | -12.9% | +3.4% |
| 1Y | +17.1% | +59.9% | -42.8% | -2.1% |
| All | +207.4% | +15.8% | +191.6% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling