+24.5%
ALAB vs FN
-25.7%
+50.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.0% | +1.5% | -0.4% |
| 7D | -24.9% | -7.0% | -17.9% | -21.5% |
| 30D | -38.4% | -24.7% | -13.7% | -25.6% |
| 3M | -38.3% | -35.7% | -2.6% | -19.4% |
| 6M | +10.9% | -52.4% | +63.3% | +72.5% |
| YTD | +34.2% | -25.0% | +59.2% | +43.4% |
| 1Y | +24.5% | -25.7% | +50.2% | +36.4% |
| All | +24.5% | -25.7% | +50.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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