+400.4%
ALAB vs XYZ
+5.1%
+395.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.7% | +10.5% | +10.2% |
| 7D | +7.2% | -1.0% | +8.2% | +7.6% |
| 30D | -2.5% | -1.7% | -0.8% | -2.2% |
| 3M | -13.3% | +16.7% | -30.1% | -21.9% |
| 6M | +172.8% | +26.9% | +146.0% | +129.9% |
| YTD | +86.6% | +27.1% | +59.4% | +54.5% |
| 1Y | +65.2% | +9.3% | +55.9% | +50.4% |
| All | +400.4% | +5.1% | +395.3% | +326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling