+24.4%
ALAB vs UL
-0.7%
+25.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.6% |
| 7D | -7.5% | +2.6% | -10.0% | -4.4% |
| 30D | -36.8% | +6.8% | -43.6% | -30.9% |
| 3M | -31.9% | +5.7% | -37.6% | -25.8% |
| 6M | +8.2% | +15.9% | -7.7% | +31.7% |
| YTD | +29.9% | +4.3% | +25.7% | +46.3% |
| 1Y | +24.4% | -0.4% | +24.9% | +35.4% |
| All | +24.4% | -0.7% | +25.2% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling