+53.5%
ALAB vs S
+30.9%
+22.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | +16.3% | +2.0% | +14.3% | +16.0% |
| 30D | -26.1% | -2.7% | -23.4% | -25.0% |
| 3M | -31.3% | -6.9% | -24.4% | -29.5% |
| 6M | -1.0% | +38.1% | -39.1% | 0.0% |
| YTD | +33.3% | +48.0% | -14.7% | +31.3% |
| 1Y | +53.5% | +34.5% | +19.1% | +46.4% |
| All | +53.5% | +30.9% | +22.7% | +46.4% |
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