+365.7%
ALAB vs SPYM
+52.8%
+312.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -5.4% |
| 7D | +3.2% | +0.6% | +2.6% | +1.5% |
| 30D | -13.6% | -0.9% | -12.6% | -11.1% |
| 3M | -16.6% | +3.9% | -20.5% | -22.4% |
| 6M | +142.3% | +14.5% | +127.8% | +78.1% |
| YTD | +73.6% | +13.0% | +60.6% | +33.1% |
| 1Y | +33.7% | +19.4% | +14.2% | -9.3% |
| All | +365.7% | +52.8% | +312.9% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling