+249.6%
ALAB vs M
+28.8%
+220.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.1% | +5.6% | +10.9% |
| 7D | -5.6% | +2.5% | -8.1% | -6.2% |
| 30D | -36.6% | +10.1% | -46.7% | -38.7% |
| 3M | -35.1% | -0.9% | -34.2% | -35.0% |
| 6M | +8.5% | +30.2% | -21.6% | -1.8% |
| YTD | +30.4% | +16.3% | +14.1% | +20.8% |
| 1Y | +31.0% | +27.0% | +4.1% | +17.2% |
| All | +249.6% | +28.8% | +220.8% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling