+53.5%
ALAB vs MO
+44.3%
+9.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -1.5% |
| 7D | +16.3% | +3.3% | +13.0% | +20.8% |
| 30D | -26.1% | +7.5% | -33.7% | -18.8% |
| 3M | -31.3% | +22.8% | -54.0% | -11.1% |
| 6M | -1.0% | +13.4% | -14.4% | +19.0% |
| YTD | +33.3% | +43.0% | -9.6% | +73.1% |
| 1Y | +53.5% | +45.2% | +8.3% | +101.2% |
| All | +53.5% | +44.3% | +9.3% | +101.2% |
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