+37.8%
ALAB vs IR
+10.4%
+27.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.3% |
| 7D | +3.4% | +1.1% | +2.4% | +3.3% |
| 30D | -28.8% | +7.6% | -36.3% | -30.8% |
| 3M | -26.0% | +0.1% | -26.1% | -26.3% |
| 6M | +11.4% | +14.0% | -2.6% | +4.3% |
| YTD | +38.8% | +7.5% | +31.3% | +35.1% |
| 1Y | +37.8% | +10.1% | +27.7% | +36.9% |
| All | +37.8% | +10.4% | +27.4% | +36.9% |
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