+272.3%
ALAB vs S
+3.8%
+268.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.8% |
| 30D | -28.8% | -7.3% | -21.4% | -25.6% |
| 3M | -26.0% | +5.9% | -31.9% | -28.4% |
| 6M | +11.4% | +45.6% | -34.3% | -11.1% |
| YTD | +38.8% | +58.5% | -19.7% | +2.5% |
| 1Y | +37.8% | +37.6% | +0.2% | +9.7% |
| All | +272.3% | +3.8% | +268.5% | +234.5% |
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