+69.6%
ALAB vs Q
+75.3%
-5.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.3% | -9.3% | -9.0% |
| 7D | +3.2% | +6.7% | -3.6% | -2.7% |
| 30D | -13.6% | -10.6% | -3.0% | -4.9% |
| 3M | -16.6% | -14.6% | -2.0% | -1.7% |
| 6M | +142.3% | +12.1% | +130.3% | +139.2% |
| YTD | +73.6% | +51.3% | +22.4% | +39.2% |
| All | +69.6% | +75.3% | -5.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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