+189.3%
ALAB vs RF
+64.2%
+125.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.1% | -17.5% | -18.6% |
| 7D | -38.2% | -1.6% | -36.6% | -37.6% |
| 30D | -54.0% | +5.0% | -59.0% | -55.1% |
| 3M | -43.6% | -10.0% | -33.7% | -40.7% |
| 6M | -16.8% | +3.3% | -20.1% | -19.4% |
| YTD | +7.9% | +7.9% | -0.1% | +0.6% |
| 1Y | -1.4% | +21.2% | -22.6% | -14.5% |
| All | +189.3% | +64.2% | +125.1% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling