+24.5%
ALAB vs SPYG
+10.8%
+13.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -8.3% |
| 7D | -24.9% | -2.8% | -22.1% | -17.6% |
| 30D | -38.4% | -6.2% | -32.2% | -23.5% |
| 3M | -38.3% | -3.6% | -34.7% | -28.4% |
| 6M | +10.9% | +4.8% | +6.2% | +7.4% |
| YTD | +34.2% | +11.0% | +23.2% | +14.2% |
| 1Y | +24.5% | +11.2% | +13.3% | +6.6% |
| All | +24.5% | +10.8% | +13.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling