+400.4%
ALAB vs IR
-16.5%
+416.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +8.8% |
| 7D | +7.2% | -2.8% | +10.1% | +9.6% |
| 30D | -2.5% | -15.1% | +12.6% | +9.8% |
| 3M | -13.3% | +6.1% | -19.4% | -18.3% |
| 6M | +172.8% | -16.8% | +189.6% | +208.0% |
| YTD | +86.6% | -3.5% | +90.1% | +83.0% |
| 1Y | +65.2% | -3.5% | +68.6% | +60.7% |
| All | +400.4% | -16.5% | +416.9% | +449.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling