+65.2%
ALAB vs MAR
+27.3%
+37.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | -4.2% | +11.4% | +7.5% |
| 30D | -2.5% | -6.7% | +4.2% | -2.2% |
| 3M | -13.3% | -12.5% | -0.8% | -11.8% |
| 6M | +172.8% | +0.6% | +172.3% | +165.3% |
| YTD | +86.6% | +9.1% | +77.5% | +81.7% |
| 1Y | +65.2% | +26.2% | +38.9% | +61.5% |
| All | +65.2% | +27.3% | +37.9% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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