+24.5%
ALAB vs MO
+45.9%
-21.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -2.8% |
| 7D | -24.9% | +6.9% | -31.8% | -18.5% |
| 30D | -38.4% | +14.9% | -53.3% | -26.6% |
| 3M | -38.3% | +16.4% | -54.7% | -24.8% |
| 6M | +10.9% | +9.6% | +1.4% | +29.6% |
| YTD | +34.2% | +41.8% | -7.6% | +70.5% |
| 1Y | +24.5% | +45.3% | -20.8% | +59.2% |
| All | +24.5% | +45.9% | -21.4% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling