+358.7%
ALAB vs MKTX
-22.0%
+380.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.4% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.8% | +0.8% | -9.6% | -8.6% |
| 3M | -14.0% | +41.1% | -55.1% | -2.1% |
| 6M | +144.3% | -9.5% | +153.8% | +115.5% |
| YTD | +71.0% | -8.7% | +79.7% | +52.2% |
| 1Y | +23.5% | -10.0% | +33.5% | +10.7% |
| All | +358.7% | -22.0% | +380.7% | +265.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling