+267.2%
ALAB vs RL
+119.9%
+147.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.8% |
| 7D | +26.9% | +2.4% | +24.6% | +25.1% |
| 30D | -30.0% | +4.6% | -34.6% | -31.5% |
| 3M | -28.5% | -1.1% | -27.4% | -27.7% |
| 6M | +11.4% | +16.5% | -5.1% | -0.3% |
| YTD | +36.9% | +11.4% | +25.5% | +23.5% |
| 1Y | +44.4% | +16.1% | +28.3% | +25.8% |
| All | +267.2% | +119.9% | +147.4% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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