+249.6%
ALAB vs P
+105.1%
+144.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.3% | +7.4% | +9.8% |
| 7D | -5.6% | -9.6% | +4.0% | +1.6% |
| 30D | -36.6% | -33.4% | -3.2% | -17.9% |
| 3M | -35.1% | +14.2% | -49.3% | -40.6% |
| 6M | +8.5% | +31.6% | -23.0% | -10.4% |
| YTD | +30.4% | +53.5% | -23.1% | -2.3% |
| 1Y | +31.0% | +14.2% | +16.9% | +9.3% |
| All | +249.6% | +105.1% | +144.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling