+34.7%
ALAB vs SM
+45.2%
-10.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.6% | -6.8% |
| 7D | +3.2% | -0.2% | +3.3% | +3.3% |
| 30D | -13.6% | +31.5% | -45.1% | -13.1% |
| 3M | -16.6% | +17.3% | -33.9% | -14.6% |
| 6M | +142.3% | +48.5% | +93.8% | +136.1% |
| YTD | +73.6% | +106.3% | -32.6% | +59.7% |
| All | +34.7% | +45.2% | -10.5% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling