+249.6%
ALAB vs S
+2.6%
+247.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +8.0% | +5.7% | +9.8% |
| 7D | -5.6% | +1.6% | -7.1% | -5.4% |
| 30D | -36.6% | -10.5% | -26.2% | -32.7% |
| 3M | -35.1% | +9.9% | -45.0% | -38.5% |
| 6M | +8.5% | +41.8% | -33.2% | -12.1% |
| YTD | +30.4% | +56.8% | -26.4% | -3.3% |
| 1Y | +31.0% | +39.0% | -8.0% | +3.2% |
| All | +249.6% | +2.6% | +247.0% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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