+24.5%
ALAB vs PSX
+97.5%
-73.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -5.8% |
| 7D | -24.9% | -5.2% | -19.7% | -26.0% |
| 30D | -38.4% | -3.7% | -34.6% | -38.9% |
| 3M | -38.3% | +26.8% | -65.0% | -34.4% |
| 6M | +10.9% | +47.3% | -36.4% | +23.2% |
| YTD | +34.2% | +105.4% | -71.2% | +59.4% |
| 1Y | +24.5% | +96.9% | -72.4% | +47.6% |
| All | +24.5% | +97.5% | -73.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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