+365.7%
ALAB vs USFR
+11.4%
+354.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -5.8% |
| 7D | +3.2% | +0.1% | +3.1% | +5.0% |
| 30D | -13.6% | +0.3% | -13.9% | -4.9% |
| 3M | -16.6% | +1.0% | -17.6% | +9.6% |
| 6M | +142.3% | +1.9% | +140.4% | +263.9% |
| YTD | +73.6% | +2.7% | +71.0% | +185.4% |
| 1Y | +33.7% | +4.0% | +29.6% | +174.6% |
| All | +365.7% | +11.4% | +354.3% | +3,378.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling