+65.2%
ALAB vs TAP
-14.5%
+79.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +9.9% | +9.6% |
| 7D | +7.2% | -2.3% | +9.5% | +5.9% |
| 30D | -2.5% | -2.1% | -0.4% | -3.4% |
| 3M | -13.3% | +6.6% | -19.9% | -9.4% |
| 6M | +172.8% | -11.5% | +184.3% | +166.0% |
| YTD | +86.6% | -10.3% | +96.8% | +79.8% |
| 1Y | +65.2% | -14.4% | +79.5% | +52.0% |
| All | +65.2% | -14.5% | +79.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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