+207.4%
ALAB vs S
-5.0%
+212.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.6% | +5.5% |
| 7D | -26.3% | -13.4% | -12.8% | -20.4% |
| 30D | -50.1% | -14.0% | -36.1% | -46.1% |
| 3M | -42.5% | +4.9% | -47.3% | -44.4% |
| 6M | -10.8% | +42.0% | -52.9% | -28.7% |
| YTD | +14.6% | +45.1% | -30.5% | -11.9% |
| 1Y | +17.1% | +33.1% | -15.9% | -6.8% |
| All | +207.4% | -5.0% | +212.5% | +187.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling