+248.5%
ALAB vs SPYM
+50.0%
+198.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | +0.7% |
| 7D | -7.5% | -0.6% | -6.9% | -4.1% |
| 30D | -36.8% | -3.7% | -33.2% | -27.2% |
| 3M | -31.9% | -2.7% | -29.1% | -22.9% |
| 6M | +8.2% | +2.2% | +6.0% | +11.2% |
| YTD | +29.9% | +10.9% | +19.0% | +9.7% |
| 1Y | +24.4% | +11.3% | +13.1% | +5.0% |
| All | +248.5% | +50.0% | +198.5% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling