+400.4%
ALAB vs MET
+45.5%
+354.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.3% |
| 7D | +7.2% | +1.2% | +6.1% | +6.7% |
| 30D | -2.5% | +1.4% | -3.9% | -3.1% |
| 3M | -13.3% | +17.7% | -31.0% | -19.9% |
| 6M | +172.8% | +35.0% | +137.8% | +135.3% |
| YTD | +86.6% | +26.3% | +60.3% | +64.6% |
| 1Y | +65.2% | +22.8% | +42.3% | +46.9% |
| All | +400.4% | +45.5% | +354.9% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 all: compounded portfolio wealth divided by compounded MET 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…
all analysis · Full analysis span regression · 6 months rolling