+30.3%
ALAB vs Q
+68.3%
-38.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.9% | +0.9% |
| 7D | +16.3% | +1.2% | +15.2% | +15.5% |
| 30D | -26.1% | -2.7% | -23.4% | -22.5% |
| 3M | -31.3% | -16.9% | -14.3% | -16.5% |
| 6M | -1.0% | -26.9% | +25.9% | +35.4% |
| YTD | +33.3% | +45.2% | -11.9% | +14.7% |
| 1Y | +53.5% | +38.1% | +15.4% | +41.4% |
| All | +30.3% | +68.3% | -38.0% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling