+400.4%
ALAB vs O
+35.4%
+365.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.8% | +10.5% | +9.0% |
| 7D | +7.2% | -0.7% | +8.0% | +6.6% |
| 30D | -2.5% | -1.9% | -0.6% | -4.0% |
| 3M | -13.3% | +3.8% | -17.2% | -9.9% |
| 6M | +172.8% | -4.7% | +177.6% | +167.1% |
| YTD | +86.6% | +12.5% | +74.1% | +105.9% |
| 1Y | +65.2% | +10.8% | +54.3% | +80.8% |
| All | +400.4% | +35.4% | +365.0% | +549.9% |
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 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