+65.2%
ALAB vs VICR
+272.1%
-207.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.5% | +4.3% | +7.3% |
| 7D | +7.2% | +0.4% | +6.8% | +7.1% |
| 30D | -2.5% | -13.9% | +11.4% | +3.7% |
| 3M | -13.3% | -38.4% | +25.1% | +6.8% |
| 6M | +172.8% | -7.2% | +180.0% | +188.2% |
| YTD | +86.6% | +72.0% | +14.5% | +71.6% |
| 1Y | +65.2% | +263.3% | -198.1% | +40.9% |
| All | +65.2% | +272.1% | -207.0% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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