+248.5%
ALAB vs MAR
+75.8%
+172.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -2.0% |
| 7D | -7.5% | +2.9% | -10.3% | -9.0% |
| 30D | -36.8% | +17.0% | -53.9% | -43.3% |
| 3M | -31.9% | +23.2% | -55.0% | -41.0% |
| 6M | +8.2% | +21.7% | -13.5% | -8.1% |
| YTD | +29.9% | +38.9% | -8.9% | -3.5% |
| 1Y | +24.4% | +48.7% | -24.2% | -14.2% |
| All | +248.5% | +75.8% | +172.7% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling