+365.7%
ALAB vs SPYG
+68.6%
+297.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.5% | -5.8% |
| 7D | +3.2% | +1.2% | +2.0% | +0.3% |
| 30D | -13.6% | -1.6% | -12.0% | -9.9% |
| 3M | -16.6% | +3.4% | -20.0% | -19.2% |
| 6M | +142.3% | +18.9% | +123.4% | +73.2% |
| YTD | +73.6% | +13.8% | +59.8% | +38.7% |
| 1Y | +33.7% | +20.6% | +13.1% | -4.0% |
| All | +365.7% | +68.6% | +297.1% | +78.8% |
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