+249.6%
ALAB vs O
+32.8%
+216.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.8% | +12.9% | +14.5% |
| 7D | -5.6% | +3.3% | -8.9% | -2.4% |
| 30D | -36.6% | +10.3% | -47.0% | -29.9% |
| 3M | -35.1% | -3.5% | -31.6% | -36.0% |
| 6M | +8.5% | -1.3% | +9.8% | +10.6% |
| YTD | +30.4% | +10.3% | +20.0% | +43.8% |
| 1Y | +31.0% | +10.4% | +20.6% | +44.7% |
| All | +249.6% | +32.8% | +216.8% | +353.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling