+65.2%
ALAB vs M
+46.1%
+19.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.6% | +7.2% | +9.1% |
| 7D | +7.2% | +4.7% | +2.5% | +6.0% |
| 30D | -2.5% | -9.6% | +7.1% | +0.1% |
| 3M | -13.3% | +0.9% | -14.2% | -14.2% |
| 6M | +172.8% | +22.3% | +150.6% | +157.3% |
| YTD | +86.6% | +6.5% | +80.1% | +73.7% |
| 1Y | +65.2% | +38.8% | +26.4% | +57.2% |
| All | +65.2% | +46.1% | +19.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling