+384.5%
ALAB vs MKTX
-21.9%
+406.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +9.6% | +0.3% | +9.4% | +9.7% |
| 30D | -5.3% | +1.0% | -6.2% | -5.0% |
| 3M | -12.0% | +40.8% | -52.8% | -0.1% |
| 6M | +145.7% | -10.9% | +156.6% | +114.7% |
| YTD | +80.7% | -8.6% | +89.2% | +60.8% |
| 1Y | +40.1% | -11.6% | +51.7% | +24.4% |
| All | +384.5% | -21.9% | +406.4% | +286.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling