-10.8%
ALAB vs W
+67.4%
-78.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +6.8% |
| 7D | -26.3% | -3.6% | -22.7% | -24.7% |
| 30D | -50.1% | +7.0% | -57.1% | -50.9% |
| 3M | -42.5% | +7.4% | -49.8% | -43.8% |
| 6M | -10.8% | +69.3% | -80.1% | -28.4% |
| All | -10.8% | +67.4% | -78.2% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 6mo: compounded portfolio wealth divided by compounded W 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…
6mo analysis · Full analysis span regression · 6 months rolling