+365.7%
ALAB vs SM
-14.3%
+380.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.6% | -8.0% |
| 7D | +3.2% | -0.2% | +3.3% | +3.1% |
| 30D | -13.6% | +31.5% | -45.1% | -20.8% |
| 3M | -16.6% | +17.3% | -33.9% | -21.8% |
| 6M | +142.3% | +48.5% | +93.8% | +101.6% |
| YTD | +73.6% | +106.3% | -32.6% | +23.4% |
| 1Y | +33.7% | +47.3% | -13.6% | +10.1% |
| All | +365.7% | -14.3% | +380.0% | +353.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling