+257.6%
ALAB vs IT
-59.9%
+317.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.3% | -2.6% |
| 7D | +16.3% | +1.1% | +15.2% | +16.4% |
| 30D | -26.1% | -1.8% | -24.3% | -26.4% |
| 3M | -31.3% | +4.8% | -36.1% | -31.2% |
| 6M | -1.0% | +33.0% | -34.0% | -2.0% |
| YTD | +33.3% | -23.8% | +57.2% | +49.2% |
| 1Y | +53.5% | -16.5% | +70.1% | +65.5% |
| All | +257.6% | -59.9% | +317.5% | +455.9% |
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