+50.1%
AMZN vs ALAB
+333.4%
-283.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.6% |
| 7D | +2.8% | +26.9% | -24.1% | -0.1% |
| 30D | +3.4% | -30.0% | +33.4% | +7.1% |
| 3M | +0.1% | -28.5% | +28.6% | +2.7% |
| 6M | +0.6% | +11.4% | -10.8% | -4.4% |
| YTD | +15.9% | +36.9% | -21.1% | +5.1% |
| 1Y | +9.5% | +44.4% | -34.8% | -2.2% |
| All | +50.1% | +333.4% | -283.3% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling