+24.5%
ALAB vs O
+8.1%
+16.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -0.1% |
| 7D | -24.9% | +5.8% | -30.7% | -18.1% |
| 30D | -38.4% | +10.7% | -49.0% | -28.1% |
| 3M | -38.3% | -4.5% | -33.8% | -40.7% |
| 6M | +10.9% | -4.1% | +15.1% | +10.3% |
| YTD | +34.2% | +9.8% | +24.4% | +46.2% |
| 1Y | +24.5% | +11.3% | +13.2% | +27.1% |
| All | +24.5% | +8.1% | +16.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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