+257.6%
ALAB vs SPG
+71.4%
+186.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +16.3% | +2.0% | +14.3% | +15.8% |
| 30D | -26.1% | +17.2% | -43.4% | -29.2% |
| 3M | -31.3% | +6.3% | -37.6% | -32.2% |
| 6M | -1.0% | +18.7% | -19.7% | -8.9% |
| YTD | +33.3% | +30.1% | +3.3% | +15.6% |
| 1Y | +53.5% | +32.8% | +20.8% | +31.4% |
| All | +257.6% | +71.4% | +186.2% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling