+207.4%
ALAB vs M
+19.2%
+188.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.6% | +10.9% | +7.8% |
| 7D | -26.3% | -4.3% | -22.0% | -25.1% |
| 30D | -50.1% | +1.3% | -51.4% | -50.4% |
| 3M | -42.5% | -7.4% | -35.1% | -41.2% |
| 6M | -10.8% | +18.3% | -29.2% | -16.7% |
| YTD | +14.6% | +7.6% | +7.1% | +9.0% |
| 1Y | +17.1% | +17.4% | -0.3% | +7.5% |
| All | +207.4% | +19.2% | +188.3% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling