+23.5%
ALAB vs PSX
+101.7%
-78.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.5% |
| 7D | +0.6% | +1.5% | -0.9% | +1.0% |
| 30D | -8.8% | +15.8% | -24.6% | -5.9% |
| 3M | -14.0% | +43.0% | -57.0% | -6.4% |
| 6M | +144.3% | +61.1% | +83.2% | +166.3% |
| YTD | +71.0% | +104.5% | -33.5% | +93.5% |
| 1Y | +23.5% | +102.5% | -79.0% | +44.3% |
| All | +23.5% | +101.7% | -78.2% | +44.3% |
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