+400.4%
ALAB vs SW
+18.5%
+381.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.3% | +8.5% | +9.4% |
| 7D | +7.2% | -5.1% | +12.3% | +8.8% |
| 30D | -2.5% | -4.6% | +2.1% | -1.5% |
| 3M | -13.3% | +9.4% | -22.7% | -16.4% |
| 6M | +172.8% | +3.5% | +169.3% | +164.8% |
| YTD | +86.6% | +22.0% | +64.6% | +66.2% |
| 1Y | +65.2% | +2.2% | +62.9% | +57.2% |
| All | +400.4% | +18.5% | +381.9% | +352.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling