+400.4%
ALAB vs UL
+25.4%
+375.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.7% |
| 7D | +7.2% | -1.3% | +8.6% | +6.2% |
| 30D | -2.5% | +0.5% | -3.0% | -1.9% |
| 3M | -13.3% | +17.6% | -30.9% | -1.6% |
| 6M | +172.8% | -5.4% | +178.2% | +175.9% |
| YTD | +86.6% | +0.7% | +85.9% | +96.2% |
| 1Y | +65.2% | -9.3% | +74.4% | +67.5% |
| All | +400.4% | +25.4% | +375.1% | +462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling