+400.4%
ALAB vs SPYM
+53.6%
+346.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.4% | +10.1% | +10.8% |
| 7D | +7.2% | +0.1% | +7.1% | +6.9% |
| 30D | -2.5% | +0.1% | -2.6% | -2.7% |
| 3M | -13.3% | +2.0% | -15.3% | -15.0% |
| 6M | +172.8% | +13.1% | +159.8% | +106.7% |
| YTD | +86.6% | +13.6% | +73.0% | +40.7% |
| 1Y | +65.2% | +20.1% | +45.1% | +10.4% |
| All | +400.4% | +53.6% | +346.8% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling