+259.9%
ALAB vs MOD
+4.8%
+255.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -21.4% | +17.0% | +8.5% |
| 7D | -24.9% | -31.3% | +6.5% | -6.9% |
| 30D | -38.4% | -46.1% | +7.7% | -11.1% |
| 3M | -38.3% | -51.1% | +12.9% | -5.9% |
| 6M | +10.9% | -62.1% | +73.0% | +96.1% |
| YTD | +34.2% | -26.2% | +60.4% | +57.6% |
| 1Y | +24.5% | -32.6% | +57.1% | +52.6% |
| All | +259.9% | +4.8% | +255.1% | +217.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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