+384.5%
ALAB vs UL
+22.0%
+362.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +2.8% |
| 7D | +9.6% | -3.2% | +12.9% | +7.0% |
| 30D | -5.3% | -0.6% | -4.7% | -5.4% |
| 3M | -12.0% | +9.4% | -21.5% | -4.9% |
| 6M | +145.7% | -4.1% | +149.8% | +149.0% |
| YTD | +80.7% | -2.0% | +82.6% | +86.2% |
| 1Y | +40.1% | -9.0% | +49.1% | +41.1% |
| All | +384.5% | +22.0% | +362.5% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling