+65.2%
ALAB vs PM
+16.6%
+48.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.0% | +11.7% | +8.3% |
| 7D | +7.2% | -4.9% | +12.1% | +3.6% |
| 30D | -2.5% | -3.4% | +0.9% | -4.6% |
| 3M | -13.3% | +5.2% | -18.5% | -9.6% |
| 6M | +172.8% | +3.7% | +169.1% | +178.2% |
| YTD | +86.6% | +15.8% | +70.8% | +101.8% |
| 1Y | +65.2% | +17.4% | +47.8% | +89.3% |
| All | +65.2% | +16.6% | +48.5% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling