+4.6%
ALAB vs MAR
+19.5%
-14.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.2% | +13.6% | +13.8% |
| 7D | -5.6% | +0.2% | -5.8% | -5.3% |
| 30D | -36.6% | +14.0% | -50.6% | -33.8% |
| 3M | -35.1% | +18.1% | -53.2% | -32.3% |
| All | +4.6% | +19.5% | -14.9% | +14.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling