+17.1%
ALAB vs PR
+80.1%
-62.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.3% | +6.0% |
| 7D | -26.3% | -16.4% | -9.9% | -25.6% |
| 30D | -50.1% | -1.9% | -48.2% | -49.4% |
| 3M | -42.5% | +8.0% | -50.4% | -43.2% |
| 6M | -10.8% | +4.1% | -14.9% | -9.1% |
| YTD | +14.6% | +58.7% | -44.1% | -2.2% |
| 1Y | +17.1% | +75.8% | -58.7% | -22.3% |
| All | +17.1% | +80.1% | -62.9% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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