+248.5%
ALAB vs PSX
+74.3%
+174.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -7.5% | -7.8% | +0.3% | -6.1% |
| 30D | -36.8% | -9.9% | -26.9% | -35.8% |
| 3M | -31.9% | +16.9% | -48.8% | -34.6% |
| 6M | +8.2% | +48.0% | -39.8% | -2.8% |
| YTD | +29.9% | +98.3% | -68.4% | +4.2% |
| 1Y | +24.4% | +86.2% | -61.7% | +2.4% |
| All | +248.5% | +74.3% | +174.2% | +122.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling