+25.0%
ALAB vs XYZ
+7.1%
+17.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -6.2% | -4.3% | -1.9% | -4.3% |
| 30D | -8.7% | +1.2% | -9.8% | -9.2% |
| 3M | -20.7% | +14.6% | -35.4% | -26.7% |
| 6M | +133.5% | +22.6% | +111.0% | +105.7% |
| YTD | +75.1% | +21.7% | +53.4% | +53.3% |
| 1Y | +25.0% | +6.7% | +18.3% | +18.3% |
| All | +25.0% | +7.1% | +17.9% | +18.3% |
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