+65.2%
ALAB vs SMR
-76.3%
+141.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.9% |
| 7D | +7.2% | +4.4% | +2.8% | +5.6% |
| 30D | -2.5% | +3.4% | -5.9% | -4.4% |
| 3M | -13.3% | -19.2% | +5.9% | -8.3% |
| 6M | +172.8% | -22.6% | +195.5% | +182.8% |
| YTD | +86.6% | -31.5% | +118.1% | +101.4% |
| 1Y | +65.2% | -73.1% | +138.2% | +108.2% |
| All | +65.2% | -76.3% | +141.4% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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