+400.4%
ALAB vs FIVE
+21.5%
+378.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.1% | +4.7% | +8.1% |
| 7D | +7.2% | +4.3% | +3.0% | +5.9% |
| 30D | -2.5% | +12.5% | -15.0% | -6.5% |
| 3M | -13.3% | +31.2% | -44.5% | -21.1% |
| 6M | +172.8% | +14.4% | +158.5% | +156.4% |
| YTD | +86.6% | +33.9% | +52.7% | +66.1% |
| 1Y | +65.2% | +65.1% | +0.1% | +36.9% |
| All | +400.4% | +21.5% | +378.9% | +234.4% |
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 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