+207.4%
ALAB vs U
+98.2%
+109.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +4.2% |
| 7D | -26.3% | +36.6% | -62.9% | -36.1% |
| 30D | -50.1% | +13.3% | -63.4% | -53.3% |
| 3M | -42.5% | +26.2% | -68.6% | -48.8% |
| 6M | -10.8% | +88.7% | -99.6% | -33.9% |
| YTD | +14.6% | +16.6% | -1.9% | -0.2% |
| 1Y | +17.1% | +29.0% | -11.8% | -1.5% |
| All | +207.4% | +98.2% | +109.3% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling