+365.7%
ALAB vs SPG
+54.2%
+311.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.2% | -8.1% | -7.3% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | -13.6% | -4.9% | -8.6% | -12.2% |
| 3M | -16.6% | +3.3% | -19.9% | -19.7% |
| 6M | +142.3% | +11.2% | +131.1% | +123.3% |
| YTD | +73.6% | +17.1% | +56.6% | +54.6% |
| 1Y | +33.7% | +21.6% | +12.1% | +15.5% |
| All | +365.7% | +54.2% | +311.4% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling