+272.3%
ALAB vs RF
+65.5%
+206.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +3.4% | -1.3% | +4.8% | +4.4% |
| 30D | -28.8% | +4.6% | -33.4% | -30.2% |
| 3M | -26.0% | -8.4% | -17.5% | -22.7% |
| 6M | +11.4% | +8.9% | +2.5% | +5.0% |
| YTD | +38.8% | +8.8% | +30.0% | +29.0% |
| 1Y | +37.8% | +18.9% | +18.9% | +21.2% |
| All | +272.3% | +65.5% | +206.7% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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