+25.0%
ALAB vs MO
+11.1%
+13.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.6% |
| 7D | -6.2% | +0.1% | -6.3% | -6.0% |
| 30D | -8.7% | +7.1% | -15.8% | -1.9% |
| 3M | -20.7% | -2.0% | -18.8% | -20.8% |
| 6M | +133.5% | +7.3% | +126.2% | +145.9% |
| YTD | +75.1% | +23.5% | +51.6% | +95.4% |
| 1Y | +25.0% | +11.0% | +14.0% | +28.6% |
| All | +25.0% | +11.1% | +13.9% | +28.6% |
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