+400.4%
ALAB vs P
+98.5%
+301.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.4% | +8.4% | +8.9% |
| 7D | +7.2% | +6.5% | +0.7% | +3.3% |
| 30D | -2.5% | +18.8% | -21.4% | -14.3% |
| 3M | -13.3% | +26.7% | -40.1% | -25.4% |
| 6M | +172.8% | +62.2% | +110.7% | +96.1% |
| YTD | +86.6% | +48.5% | +38.1% | +40.5% |
| 1Y | +65.2% | +26.4% | +38.8% | +27.7% |
| All | +400.4% | +98.5% | +301.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling