+65.2%
ALAB vs SW
+1.0%
+64.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.7% |
| 7D | +7.2% | -5.1% | +12.3% | +7.4% |
| 30D | -2.5% | -4.6% | +2.1% | -2.4% |
| 3M | -13.3% | +9.4% | -22.7% | -14.3% |
| 6M | +172.8% | +3.5% | +169.3% | +157.8% |
| YTD | +86.6% | +22.0% | +64.6% | +75.8% |
| 1Y | +65.2% | +2.2% | +62.9% | +56.8% |
| All | +65.2% | +1.0% | +64.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1y: compounded portfolio wealth divided by compounded SW 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…
1y analysis · Full analysis span regression · 6 months rolling