+65.2%
ALAB vs FN
+17.1%
+48.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.6% | +7.7% |
| 7D | +7.2% | -1.7% | +8.9% | +8.6% |
| 30D | -2.5% | -22.0% | +19.5% | +12.0% |
| 3M | -13.3% | -43.0% | +29.7% | +21.9% |
| 6M | +172.8% | -27.7% | +200.6% | +219.7% |
| YTD | +86.6% | -10.5% | +97.1% | +79.4% |
| 1Y | +65.2% | +12.5% | +52.7% | +39.3% |
| All | +65.2% | +17.1% | +48.1% | +39.3% |
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