+207.4%
ALAB vs USFR
+12.2%
+195.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.2% | +6.8% |
| 7D | -26.3% | +0.1% | -26.4% | -24.0% |
| 30D | -50.1% | +0.4% | -50.5% | -43.9% |
| 3M | -42.5% | +1.1% | -43.5% | -22.2% |
| 6M | -10.8% | +2.1% | -12.9% | +52.0% |
| YTD | +14.6% | +3.4% | +11.2% | +131.6% |
| 1Y | +17.1% | +4.1% | +13.0% | +161.0% |
| All | +207.4% | +12.2% | +195.2% | +2,719.7% |
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