+249.6%
ALAB vs PSX
+76.0%
+173.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.0% | +10.7% | +13.2% |
| 7D | -5.6% | -8.0% | +2.4% | -4.2% |
| 30D | -36.6% | -9.0% | -27.6% | -35.7% |
| 3M | -35.1% | +24.7% | -59.8% | -38.6% |
| 6M | +8.5% | +49.3% | -40.8% | -2.6% |
| YTD | +30.4% | +100.2% | -69.8% | +4.3% |
| 1Y | +31.0% | +88.8% | -57.8% | +7.4% |
| All | +249.6% | +76.0% | +173.7% | +122.3% |
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 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