+384.5%
ALAB vs IT
-64.5%
+449.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.0% |
| 7D | +9.6% | -9.1% | +18.8% | +9.6% |
| 30D | -5.3% | -12.2% | +6.9% | -5.2% |
| 3M | -12.0% | +7.8% | -19.9% | -10.7% |
| 6M | +145.7% | +2.0% | +143.7% | +149.5% |
| YTD | +80.7% | -32.7% | +113.4% | +102.0% |
| 1Y | +40.1% | -31.1% | +71.2% | +54.3% |
| All | +384.5% | -64.5% | +449.1% | +652.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling