-43.6%
ALAB vs U
+35.0%
-78.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +14.9% | -34.5% | -19.1% |
| 7D | -38.2% | +24.3% | -62.5% | -39.3% |
| 30D | -54.0% | +8.6% | -62.5% | -52.6% |
| 3M | -43.6% | +37.6% | -81.2% | -44.9% |
| All | -43.6% | +35.0% | -78.6% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 3mo: compounded portfolio wealth divided by compounded U 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…
3mo analysis · Full analysis span regression · Available span rolling