+29.0%
ALAB vs M
+26.9%
+2.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -7.5% | +5.0% | -12.5% | -8.4% |
| 30D | -36.8% | +10.6% | -47.5% | -38.5% |
| 3M | -31.9% | +1.6% | -33.4% | -32.1% |
| 6M | +8.2% | +30.8% | -22.6% | -1.0% |
| YTD | +29.9% | +16.9% | +13.0% | +14.9% |
| All | +29.0% | +26.9% | +2.1% | +13.6% |
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 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