+267.2%
ALAB vs XYZ
+4.5%
+262.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.7% | +0.9% |
| 7D | +26.9% | -2.1% | +29.0% | +28.7% |
| 30D | -30.0% | +7.0% | -37.0% | -33.1% |
| 3M | -28.5% | +5.1% | -33.6% | -31.2% |
| 6M | +11.4% | +14.1% | -2.6% | +0.3% |
| YTD | +36.9% | +26.4% | +10.5% | +13.1% |
| 1Y | +44.4% | +25.1% | +19.3% | +20.0% |
| All | +267.2% | +4.5% | +262.7% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling