+384.5%
ALAB vs SMR
+66.6%
+317.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.3% | +7.4% | +4.9% |
| 7D | +9.6% | +13.1% | -3.4% | +5.6% |
| 30D | -5.3% | +17.8% | -23.0% | -10.2% |
| 3M | -12.0% | +8.1% | -20.1% | -14.3% |
| 6M | +145.7% | -11.1% | +156.8% | +144.8% |
| YTD | +80.7% | -23.7% | +104.4% | +86.0% |
| 1Y | +40.1% | -69.4% | +109.5% | +68.9% |
| All | +384.5% | +66.6% | +317.9% | +364.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling