+384.5%
ALAB vs PSX
+81.3%
+303.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | +9.6% | +1.8% | +7.8% | +9.2% |
| 30D | -5.3% | +21.6% | -26.9% | -9.2% |
| 3M | -12.0% | +46.5% | -58.5% | -19.7% |
| 6M | +145.7% | +62.0% | +83.7% | +116.0% |
| YTD | +80.7% | +106.3% | -25.7% | +44.6% |
| 1Y | +40.1% | +103.0% | -62.8% | +12.4% |
| All | +384.5% | +81.3% | +303.2% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling