+365.7%
ALAB vs PM
+115.7%
+250.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -6.3% |
| 7D | +3.2% | -1.3% | +4.5% | +2.7% |
| 30D | -13.6% | -2.6% | -11.0% | -14.4% |
| 3M | -16.6% | +5.8% | -22.4% | -13.7% |
| 6M | +142.3% | +10.6% | +131.8% | +154.6% |
| YTD | +73.6% | +17.2% | +56.5% | +86.1% |
| 1Y | +33.7% | +17.6% | +16.0% | +45.0% |
| All | +365.7% | +115.7% | +250.0% | +611.9% |
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