+365.7%
ALAB vs P
+101.7%
+263.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.6% | -8.6% | -7.9% |
| 7D | +3.2% | +7.8% | -4.7% | -1.3% |
| 30D | -13.6% | +12.3% | -25.9% | -21.4% |
| 3M | -16.6% | +37.1% | -53.7% | -31.6% |
| 6M | +142.3% | +66.1% | +76.2% | +71.7% |
| YTD | +73.6% | +50.9% | +22.7% | +29.4% |
| 1Y | +33.7% | +27.2% | +6.4% | +3.0% |
| All | +365.7% | +101.7% | +263.9% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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