+207.4%
ALAB vs PL
+436.3%
-228.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.4% | -4.1% | +2.8% |
| 7D | -26.3% | -6.8% | -19.5% | -24.1% |
| 30D | -50.1% | -29.3% | -20.8% | -43.6% |
| 3M | -42.5% | -44.8% | +2.3% | -30.0% |
| 6M | -10.8% | -68.4% | +57.5% | +27.6% |
| YTD | +14.6% | -36.4% | +51.0% | +29.7% |
| 1Y | +17.1% | +0.7% | +16.4% | +15.3% |
| All | +207.4% | +436.3% | -228.9% | +99.6% |
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