+189.3%
ALAB vs U
+87.8%
+101.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +14.9% | -34.5% | -25.2% |
| 7D | -38.2% | +24.3% | -62.5% | -44.4% |
| 30D | -54.0% | +8.6% | -62.5% | -56.3% |
| 3M | -43.6% | +37.6% | -81.2% | -51.9% |
| 6M | -16.8% | +78.5% | -95.3% | -37.0% |
| YTD | +7.9% | +10.5% | -2.6% | -4.3% |
| 1Y | -1.4% | +15.2% | -16.6% | -13.3% |
| All | +189.3% | +87.8% | +101.5% | +88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling