+17.1%
ALAB vs S
+31.6%
-14.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +6.0% |
| 7D | -26.3% | -13.4% | -12.8% | -24.3% |
| 30D | -50.1% | -14.0% | -36.1% | -48.8% |
| 3M | -42.5% | +4.9% | -47.3% | -41.3% |
| 6M | -10.8% | +42.0% | -52.9% | -11.1% |
| YTD | +14.6% | +45.1% | -30.5% | +12.2% |
| 1Y | +17.1% | +33.1% | -15.9% | +12.3% |
| All | +17.1% | +31.6% | -14.5% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling