+189.3%
ALAB vs PR
+41.7%
+147.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.9% | -14.8% | -17.1% |
| 7D | -38.2% | -16.5% | -21.7% | -32.1% |
| 30D | -54.0% | -4.5% | -49.4% | -52.8% |
| 3M | -43.6% | +8.5% | -52.2% | -47.2% |
| 6M | -16.8% | -3.3% | -13.5% | -17.2% |
| YTD | +7.9% | +55.7% | -47.8% | -22.6% |
| 1Y | -1.4% | +82.0% | -83.4% | -37.0% |
| All | +189.3% | +41.7% | +147.7% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling