+400.4%
ALAB vs MKTX
-21.9%
+422.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.8% |
| 7D | +7.2% | +0.4% | +6.8% | +7.3% |
| 30D | -2.5% | +1.1% | -3.6% | -2.3% |
| 3M | -13.3% | +36.1% | -49.4% | -3.7% |
| 6M | +172.8% | -12.9% | +185.7% | +135.3% |
| YTD | +86.6% | -8.5% | +95.1% | +66.1% |
| 1Y | +65.2% | -7.5% | +72.7% | +50.4% |
| All | +400.4% | -21.9% | +422.3% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling