+365.7%
ALAB vs IT
-63.9%
+429.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -7.4% | +0.5% | -6.9% |
| 7D | +3.2% | -9.1% | +12.3% | +3.2% |
| 30D | -13.6% | -7.0% | -6.6% | -13.6% |
| 3M | -16.6% | +7.6% | -24.2% | -15.1% |
| 6M | +142.3% | +2.1% | +140.2% | +147.0% |
| YTD | +73.6% | -31.6% | +105.2% | +94.1% |
| 1Y | +33.7% | -29.9% | +63.6% | +47.2% |
| All | +365.7% | -63.9% | +429.6% | +623.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling