+400.4%
ALAB vs PBR
+88.7%
+311.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.9% | +11.7% | +10.2% |
| 7D | +7.2% | +8.6% | -1.4% | +4.6% |
| 30D | -2.5% | +12.8% | -15.3% | -6.0% |
| 3M | -13.3% | +14.7% | -28.0% | -16.7% |
| 6M | +172.8% | +25.2% | +147.7% | +151.1% |
| YTD | +86.6% | +77.1% | +9.4% | +52.6% |
| 1Y | +65.2% | +69.6% | -4.4% | +36.2% |
| All | +400.4% | +88.7% | +311.7% | +306.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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