+400.4%
ALAB vs U
+60.4%
+340.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +10.2% |
| 7D | +7.2% | -3.8% | +11.0% | +8.9% |
| 30D | -2.5% | +17.5% | -20.0% | -9.4% |
| 3M | -13.3% | +38.7% | -52.0% | -25.0% |
| 6M | +172.8% | +104.4% | +68.4% | +96.1% |
| YTD | +86.6% | -5.7% | +92.3% | +80.3% |
| 1Y | +65.2% | +3.7% | +61.5% | +53.2% |
| All | +400.4% | +60.4% | +340.0% | +254.7% |
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