+257.6%
ALAB vs O
+31.3%
+226.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.3% |
| 7D | +16.3% | -0.4% | +16.7% | +15.8% |
| 30D | -26.1% | +7.1% | -33.3% | -20.5% |
| 3M | -31.3% | -5.2% | -26.0% | -33.3% |
| 6M | -1.0% | -1.8% | +0.8% | +0.1% |
| YTD | +33.3% | +9.1% | +24.3% | +45.4% |
| 1Y | +53.5% | +9.7% | +43.9% | +68.2% |
| All | +257.6% | +31.3% | +226.3% | +358.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling