+24.5%
ALAB vs SO
+3.3%
+21.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.8% | -5.3% |
| 7D | -24.9% | +1.7% | -26.6% | -23.1% |
| 30D | -38.4% | +11.1% | -49.5% | -30.1% |
| 3M | -38.3% | +0.7% | -39.0% | -37.5% |
| 6M | +10.9% | -1.4% | +12.3% | +10.0% |
| YTD | +34.2% | +9.4% | +24.8% | +54.7% |
| 1Y | +24.5% | +3.7% | +20.8% | +35.9% |
| All | +24.5% | +3.3% | +21.2% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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