+207.4%
ALAB vs MAR
+70.9%
+136.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -26.3% | +4.3% | -30.6% | -28.4% |
| 30D | -50.1% | +16.8% | -66.9% | -55.2% |
| 3M | -42.5% | +16.0% | -58.5% | -48.2% |
| 6M | -10.8% | +16.5% | -27.3% | -21.7% |
| YTD | +14.6% | +35.0% | -20.4% | -13.3% |
| 1Y | +17.1% | +49.4% | -32.2% | -20.6% |
| All | +207.4% | +70.9% | +136.5% | +67.2% |
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