+249.6%
ALAB vs PM
+127.4%
+122.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.4% | +16.1% | +12.5% |
| 7D | -5.6% | -7.3% | +1.7% | -9.3% |
| 30D | -36.6% | -4.0% | -32.6% | -37.6% |
| 3M | -35.1% | +2.7% | -37.8% | -33.2% |
| 6M | +8.5% | +14.9% | -6.3% | +17.7% |
| YTD | +30.4% | +23.5% | +6.8% | +45.2% |
| 1Y | +31.0% | +30.4% | +0.7% | +48.8% |
| All | +249.6% | +127.4% | +122.2% | +455.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling