+249.6%
ALAB vs PL
+514.1%
-264.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +14.5% | -0.8% | +8.7% |
| 7D | -5.6% | +10.9% | -16.5% | -8.3% |
| 30D | -36.6% | -16.4% | -20.3% | -32.3% |
| 3M | -35.1% | -39.9% | +4.8% | -23.2% |
| 6M | +8.5% | -63.2% | +71.7% | +48.0% |
| YTD | +30.4% | -27.1% | +57.5% | +41.1% |
| 1Y | +31.0% | +12.2% | +18.9% | +24.4% |
| All | +249.6% | +514.1% | -264.5% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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