+272.3%
ALAB vs SPXU
-70.0%
+342.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.9% | +10.7% | +3.0% |
| 7D | +3.4% | +1.5% | +1.9% | +9.1% |
| 30D | -28.8% | +6.4% | -35.1% | -20.0% |
| 3M | -26.0% | +4.2% | -30.2% | -17.0% |
| 6M | +11.4% | -7.8% | +19.1% | +19.1% |
| YTD | +38.8% | -27.5% | +66.3% | +26.6% |
| 1Y | +37.8% | -27.1% | +65.0% | +28.6% |
| All | +272.3% | -70.0% | +342.2% | +129.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 all: compounded portfolio wealth divided by compounded SPXU 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…
all analysis · Full analysis span regression · 6 months rolling