+65.2%
ALAB vs IT
-24.5%
+89.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.6% | +14.4% | +8.6% |
| 7D | +7.2% | -6.0% | +13.3% | +5.6% |
| 30D | -2.5% | 0.0% | -2.5% | -2.1% |
| 3M | -13.3% | +13.1% | -26.4% | -4.8% |
| 6M | +172.8% | +11.7% | +161.1% | +199.9% |
| YTD | +86.6% | -26.1% | +112.7% | +97.7% |
| 1Y | +65.2% | -21.3% | +86.4% | +78.7% |
| All | +65.2% | -24.5% | +89.6% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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