+267.2%
ALAB vs SM
-25.6%
+292.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.5% | -2.6% |
| 7D | +26.9% | +10.6% | +16.3% | +23.7% |
| 30D | -30.0% | -15.0% | -15.0% | -27.5% |
| 3M | -28.5% | +1.7% | -30.2% | -30.6% |
| 6M | +11.4% | +5.9% | +5.6% | +4.9% |
| YTD | +36.9% | +79.0% | -42.1% | -0.6% |
| 1Y | +44.4% | +84.7% | -40.3% | +2.7% |
| All | +267.2% | -25.6% | +292.9% | +265.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling