+207.4%
ALAB vs IT
-60.3%
+267.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.0% | +10.3% | +6.0% |
| 7D | -26.3% | -16.9% | -9.4% | -27.2% |
| 30D | -50.1% | +2.3% | -52.4% | -50.2% |
| 3M | -42.5% | +2.9% | -45.3% | -42.5% |
| 6M | -10.8% | +25.9% | -36.7% | -11.3% |
| YTD | +14.6% | -24.6% | +39.3% | +28.2% |
| 1Y | +17.1% | -16.0% | +33.2% | +25.3% |
| All | +207.4% | -60.3% | +267.7% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling