+369.5%
ALAB vs MKTX
-22.1%
+391.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.3% |
| 7D | -6.2% | -0.2% | -5.9% | -6.2% |
| 30D | -8.7% | +0.7% | -9.4% | -8.5% |
| 3M | -20.7% | +40.8% | -61.5% | -9.9% |
| 6M | +133.5% | -8.0% | +141.5% | +108.1% |
| YTD | +75.1% | -8.7% | +83.8% | +55.7% |
| 1Y | +25.0% | -11.8% | +36.9% | +10.8% |
| All | +369.5% | -22.1% | +391.5% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling