+400.4%
ALAB vs SPY
+53.4%
+347.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +10.8% |
| 7D | +7.2% | +0.1% | +7.1% | +6.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.6% |
| 3M | -13.3% | +2.0% | -15.3% | -14.8% |
| 6M | +172.8% | +13.0% | +159.8% | +109.1% |
| YTD | +86.6% | +13.5% | +73.0% | +42.4% |
| 1Y | +65.2% | +20.0% | +45.2% | +12.4% |
| All | +400.4% | +53.4% | +347.0% | +106.3% |
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