+259.9%
ALAB vs PR
+48.9%
+211.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.5% | +2.1% | -1.3% |
| 7D | -24.9% | -12.1% | -12.8% | -20.0% |
| 30D | -38.4% | +0.9% | -39.3% | -38.9% |
| 3M | -38.3% | +10.1% | -48.4% | -42.7% |
| 6M | +10.9% | +1.1% | +9.8% | +7.5% |
| YTD | +34.2% | +63.7% | -29.4% | -6.6% |
| 1Y | +24.5% | +87.0% | -62.5% | -21.6% |
| All | +259.9% | +48.9% | +211.0% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling