+6.7%
AMZN vs ALAB
+23.1%
-16.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.5% | +6.4% |
| 7D | +4.5% | -24.9% | +29.4% | +6.7% |
| 30D | +5.8% | -38.4% | +44.2% | +9.4% |
| 3M | -4.1% | -38.3% | +34.2% | -1.2% |
| 6M | -2.2% | +10.9% | -13.2% | -4.3% |
| YTD | +15.3% | +34.2% | -19.0% | +10.3% |
| 1Y | +6.7% | +24.5% | -17.8% | +2.5% |
| All | +6.7% | +23.1% | -16.4% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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