+365.7%
ALAB vs M
+14.9%
+350.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.6% | -4.3% | -6.0% |
| 7D | +3.2% | +2.4% | +0.8% | +2.5% |
| 30D | -13.6% | -11.6% | -1.9% | -9.8% |
| 3M | -16.6% | +1.6% | -18.2% | -17.7% |
| 6M | +142.3% | +25.2% | +117.1% | +123.4% |
| YTD | +73.6% | +3.8% | +69.9% | +67.8% |
| 1Y | +33.7% | +36.3% | -2.7% | +16.2% |
| All | +365.7% | +14.9% | +350.7% | +220.2% |
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 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