+51.2%
ALAB vs WOLF
+51.6%
-0.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.6% | +5.8% |
| 7D | +9.6% | +2.4% | +7.3% | +8.7% |
| 30D | -5.3% | -6.9% | +1.6% | -3.7% |
| 3M | -12.0% | -44.1% | +32.0% | +0.4% |
| 6M | +145.7% | +53.6% | +92.1% | +119.0% |
| YTD | +80.7% | +56.7% | +24.0% | +59.8% |
| All | +51.2% | +51.6% | -0.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WOLF 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling