+65.2%
ALAB vs SPG
+21.3%
+43.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.1% |
| 7D | +7.2% | -2.4% | +9.6% | +5.6% |
| 30D | -2.5% | -6.8% | +4.3% | -6.8% |
| 3M | -13.3% | +2.7% | -16.0% | -15.4% |
| 6M | +172.8% | +5.5% | +167.4% | +161.7% |
| YTD | +86.6% | +15.7% | +70.9% | +89.1% |
| 1Y | +65.2% | +20.9% | +44.3% | +65.2% |
| All | +65.2% | +21.3% | +43.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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