+400.4%
ALAB vs PR
+54.1%
+346.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.6% | +11.4% | +10.6% |
| 7D | +7.2% | +2.9% | +4.3% | +5.3% |
| 30D | -2.5% | +18.0% | -20.6% | -11.9% |
| 3M | -13.3% | +16.9% | -30.2% | -21.8% |
| 6M | +172.8% | +28.2% | +144.6% | +128.6% |
| YTD | +86.6% | +69.3% | +17.3% | +29.3% |
| 1Y | +65.2% | +69.5% | -4.4% | +13.5% |
| All | +400.4% | +54.1% | +346.3% | +260.1% |
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