+257.6%
ALAB vs SPYG
+60.0%
+197.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -0.3% |
| 7D | +16.3% | +2.3% | +14.0% | +10.4% |
| 30D | -26.1% | -6.5% | -19.7% | -9.5% |
| 3M | -31.3% | -6.8% | -24.4% | -13.4% |
| 6M | -1.0% | -3.1% | +2.1% | +19.2% |
| YTD | +33.3% | +8.0% | +25.3% | +27.9% |
| 1Y | +53.5% | +10.2% | +43.3% | +41.7% |
| All | +257.6% | +60.0% | +197.6% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling