+400.4%
ALAB vs MAR
+38.1%
+362.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.7% |
| 7D | +7.2% | -4.2% | +11.4% | +10.4% |
| 30D | -2.5% | -6.7% | +4.2% | +2.1% |
| 3M | -13.3% | -12.5% | -0.8% | -6.3% |
| 6M | +172.8% | +0.6% | +172.3% | +162.1% |
| YTD | +86.6% | +9.1% | +77.5% | +63.6% |
| 1Y | +65.2% | +26.2% | +38.9% | +22.7% |
| All | +400.4% | +38.1% | +362.3% | +215.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling