+249.6%
ALAB vs IT
-60.1%
+309.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.7% |
| 7D | -5.6% | -18.8% | +13.2% | -6.9% |
| 30D | -36.6% | -0.1% | -36.6% | -36.8% |
| 3M | -35.1% | +2.9% | -38.0% | -35.1% |
| 6M | +8.5% | +20.4% | -11.9% | +9.5% |
| YTD | +30.4% | -24.3% | +54.6% | +45.8% |
| 1Y | +31.0% | -17.2% | +48.2% | +41.2% |
| All | +249.6% | -60.1% | +309.7% | +443.3% |
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