+384.5%
ALAB vs XYZ
+0.9%
+383.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.5% |
| 7D | +9.6% | -3.7% | +13.3% | +12.1% |
| 30D | -5.3% | +0.5% | -5.8% | -5.9% |
| 3M | -12.0% | +16.3% | -28.3% | -20.9% |
| 6M | +145.7% | +21.1% | +124.6% | +112.8% |
| YTD | +80.7% | +22.0% | +58.7% | +53.3% |
| 1Y | +40.1% | +5.2% | +35.0% | +30.4% |
| All | +384.5% | +0.9% | +383.6% | +323.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling