+272.3%
ALAB vs SPG
+72.7%
+199.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | -28.8% | +16.6% | -45.3% | -31.6% |
| 3M | -26.0% | +8.1% | -34.1% | -27.4% |
| 6M | +11.4% | +19.3% | -8.0% | +2.1% |
| YTD | +38.8% | +31.1% | +7.7% | +20.1% |
| 1Y | +37.8% | +32.8% | +5.0% | +18.3% |
| All | +272.3% | +72.7% | +199.5% | +153.5% |
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