+365.7%
ALAB vs MAR
+34.9%
+330.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -5.4% |
| 7D | +3.2% | -1.7% | +4.9% | +4.6% |
| 30D | -13.6% | -6.9% | -6.7% | -9.2% |
| 3M | -16.6% | -15.8% | -0.8% | -6.9% |
| 6M | +142.3% | +1.9% | +140.4% | +130.0% |
| YTD | +73.6% | +6.6% | +67.0% | +54.8% |
| 1Y | +33.7% | +23.7% | +10.0% | +0.6% |
| All | +365.7% | +34.9% | +330.7% | +198.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling