+53.5%
ALAB vs IR
+10.2%
+43.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +16.3% | +2.5% | +13.8% | +15.0% |
| 30D | -26.1% | +9.2% | -35.3% | -28.7% |
| 3M | -31.3% | +0.9% | -32.2% | -31.8% |
| 6M | -1.0% | +19.2% | -20.2% | -8.6% |
| YTD | +33.3% | +7.5% | +25.9% | +32.1% |
| 1Y | +53.5% | +11.7% | +41.8% | +48.2% |
| All | +53.5% | +10.2% | +43.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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