+24.5%
ALAB vs XYZ
+19.9%
+4.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +15.3% | -19.7% | -9.5% |
| 7D | -24.9% | +16.5% | -41.4% | -29.2% |
| 30D | -38.4% | +15.0% | -53.3% | -41.6% |
| 3M | -38.3% | +3.5% | -41.8% | -39.2% |
| 6M | +10.9% | +21.9% | -10.9% | +0.3% |
| YTD | +34.2% | +34.6% | -0.4% | +13.3% |
| 1Y | +24.5% | +20.7% | +3.8% | +14.6% |
| All | +24.5% | +19.9% | +4.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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