+24.4%
ALAB vs RF
+19.4%
+5.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -7.5% | +0.3% | -7.8% | -7.4% |
| 30D | -36.8% | +6.2% | -43.0% | -37.0% |
| 3M | -31.9% | -7.8% | -24.0% | -30.7% |
| 6M | +8.2% | +5.9% | +2.3% | +6.2% |
| YTD | +29.9% | +9.0% | +20.9% | +23.8% |
| 1Y | +24.4% | +19.3% | +5.2% | +12.0% |
| All | +24.4% | +19.4% | +5.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling