+267.2%
ALAB vs SPYM
+51.4%
+215.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.0% | -0.4% |
| 7D | +26.9% | +3.3% | +23.6% | +16.3% |
| 30D | -30.0% | -2.6% | -27.4% | -21.7% |
| 3M | -28.5% | -1.7% | -26.8% | -21.5% |
| 6M | +11.4% | +3.1% | +8.3% | +11.7% |
| YTD | +36.9% | +12.0% | +24.9% | +12.5% |
| 1Y | +44.4% | +12.1% | +32.3% | +19.5% |
| All | +267.2% | +51.4% | +215.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling