+257.6%
ALAB vs RL
+117.3%
+140.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -1.8% |
| 7D | +16.3% | +2.6% | +13.7% | +14.6% |
| 30D | -26.1% | +2.9% | -29.1% | -26.9% |
| 3M | -31.3% | 0.0% | -31.3% | -31.0% |
| 6M | -1.0% | +17.1% | -18.1% | -11.7% |
| YTD | +33.3% | +10.1% | +23.2% | +21.3% |
| 1Y | +53.5% | +17.3% | +36.2% | +32.4% |
| All | +257.6% | +117.3% | +140.3% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling