+53.5%
ALAB vs USFR
+4.1%
+49.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -1.5% |
| 7D | +16.3% | +0.1% | +16.3% | +20.2% |
| 30D | -26.1% | +0.4% | -26.5% | -10.5% |
| 3M | -31.3% | +1.1% | -32.3% | +21.7% |
| 6M | -1.0% | +2.0% | -3.0% | +173.7% |
| YTD | +33.3% | +3.5% | +29.9% | +139.1% |
| 1Y | +53.5% | +4.1% | +49.5% | +46.0% |
| All | +53.5% | +4.1% | +49.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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