+189.3%
ALAB vs FIX
+212.7%
-23.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -11.6% | -8.0% | -10.4% |
| 7D | -38.2% | -27.2% | -11.0% | -20.4% |
| 30D | -54.0% | -46.9% | -7.0% | -24.1% |
| 3M | -43.6% | -44.4% | +0.8% | -11.0% |
| 6M | -16.8% | -50.9% | +34.1% | +48.9% |
| YTD | +7.9% | +3.5% | +4.3% | +10.1% |
| 1Y | -1.4% | -2.1% | +0.8% | +5.1% |
| All | +189.3% | +212.7% | -23.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 5y: compounded portfolio wealth divided by compounded FIX 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…
5y analysis · Full analysis span regression · 6 months rolling