+86.1%
ARM vs ALAB
+73.5%
+12.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.8% | -5.8% | +0.4% |
| 7D | +5.5% | +7.2% | -1.8% | +2.7% |
| 30D | -8.2% | -2.5% | -5.7% | -7.3% |
| 3M | -35.9% | -13.3% | -22.6% | -32.9% |
| 6M | +103.1% | +172.8% | -69.7% | +62.7% |
| YTD | +130.6% | +86.6% | +44.0% | +93.6% |
| 1Y | +86.1% | +65.2% | +20.9% | +59.5% |
| All | +86.1% | +73.5% | +12.6% | +59.5% |
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