+384.5%
ALAB vs FND
-60.5%
+445.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.8% | +4.3% |
| 7D | +9.6% | -0.8% | +10.4% | +10.1% |
| 30D | -5.3% | -19.6% | +14.3% | +1.3% |
| 3M | -12.0% | -4.3% | -7.7% | -12.1% |
| 6M | +145.7% | -20.4% | +166.2% | +159.1% |
| YTD | +80.7% | -21.9% | +102.5% | +90.8% |
| 1Y | +40.1% | -45.2% | +85.3% | +68.2% |
| All | +384.5% | -60.5% | +445.0% | +454.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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