+207.4%
ALAB vs SPY
+46.8%
+160.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +5.4% |
| 7D | -26.3% | -2.7% | -23.6% | -19.0% |
| 30D | -50.1% | -5.4% | -44.7% | -40.0% |
| 3M | -42.5% | -4.1% | -38.4% | -32.7% |
| 6M | -10.8% | +0.7% | -11.6% | -4.6% |
| YTD | +14.6% | +8.7% | +6.0% | +2.8% |
| 1Y | +17.1% | +10.9% | +6.2% | +1.0% |
| All | +207.4% | +46.8% | +160.7% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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