+400.4%
ALAB vs S
-13.3%
+413.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.3% | +9.6% |
| 7D | +7.2% | -7.7% | +14.9% | +11.6% |
| 30D | -2.5% | -5.3% | +2.8% | -0.6% |
| 3M | -13.3% | +20.3% | -33.6% | -22.8% |
| 6M | +172.8% | +47.4% | +125.5% | +108.9% |
| YTD | +86.6% | +32.5% | +54.0% | +50.5% |
| 1Y | +65.2% | +9.5% | +55.6% | +48.8% |
| All | +400.4% | -13.3% | +413.7% | +391.4% |
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 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