+267.2%
ALAB vs IR
-6.7%
+273.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.6% |
| 7D | +26.9% | +4.3% | +22.7% | +23.3% |
| 30D | -30.0% | +8.1% | -38.1% | -33.6% |
| 3M | -28.5% | +0.7% | -29.2% | -28.7% |
| 6M | +11.4% | +16.6% | -5.2% | -1.8% |
| YTD | +36.9% | +7.8% | +29.1% | +24.3% |
| 1Y | +44.4% | +9.9% | +34.4% | +28.9% |
| All | +267.2% | -6.7% | +273.9% | +272.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling