+400.4%
ALAB vs SPYG
+69.4%
+331.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.9% | +10.1% |
| 7D | +7.2% | +0.4% | +6.9% | +6.3% |
| 30D | -2.5% | -0.4% | -2.1% | -1.2% |
| 3M | -13.3% | +0.5% | -13.9% | -10.2% |
| 6M | +172.8% | +17.5% | +155.4% | +100.1% |
| YTD | +86.6% | +14.3% | +72.2% | +47.2% |
| 1Y | +65.2% | +21.7% | +43.4% | +16.2% |
| All | +400.4% | +69.4% | +331.0% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling