+249.6%
ALAB vs SM
-34.0%
+283.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -2.7% | +16.5% | +14.4% |
| 7D | -5.6% | -22.3% | +16.7% | +0.1% |
| 30D | -36.6% | -21.4% | -15.3% | -33.1% |
| 3M | -35.1% | +1.4% | -36.5% | -37.5% |
| 6M | +8.5% | +0.1% | +8.4% | +2.6% |
| YTD | +30.4% | +59.0% | -28.6% | -2.6% |
| 1Y | +31.0% | +64.3% | -33.3% | -4.3% |
| All | +249.6% | -34.0% | +283.6% | +257.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling