+400.4%
ALAB vs SPXU
-70.9%
+471.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +10.9% |
| 7D | +7.2% | -0.1% | +7.3% | +7.2% |
| 30D | -2.5% | +0.8% | -3.3% | -1.5% |
| 3M | -13.3% | -4.7% | -8.6% | -11.9% |
| 6M | +172.8% | -29.6% | +202.4% | +121.0% |
| YTD | +86.6% | -29.9% | +116.5% | +53.6% |
| 1Y | +65.2% | -39.1% | +104.2% | +25.6% |
| All | +400.4% | -70.9% | +471.4% | +177.8% |
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