-13.3%
ALAB vs PL
-58.1%
+44.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.0% | +10.7% |
| 7D | +7.2% | -9.3% | +16.5% | +14.3% |
| 30D | -2.5% | -18.9% | +16.4% | +13.1% |
| 3M | -13.3% | -58.4% | +45.1% | +54.9% |
| All | -13.3% | -58.1% | +44.8% | +54.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling