-10.8%
ALAB vs IT
+27.7%
-38.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +4.2% |
| 7D | -26.3% | -16.9% | -9.4% | -33.0% |
| 30D | -50.1% | +2.3% | -52.4% | -48.5% |
| 3M | -42.5% | +2.9% | -45.3% | -39.3% |
| 6M | -10.8% | +25.9% | -36.7% | +21.5% |
| All | -10.8% | +27.7% | -38.5% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling