+10.3%
ARM vs ALAB
+4.9%
+5.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.3% | -1.5% | +1.9% |
| 7D | -15.2% | -26.3% | +11.1% | -3.3% |
| 30D | -40.7% | -50.1% | +9.4% | -20.0% |
| 3M | -39.1% | -42.5% | +3.4% | -22.8% |
| 6M | -26.4% | -10.8% | -15.6% | -17.5% |
| YTD | +59.7% | +14.6% | +45.1% | +63.1% |
| 1Y | +10.3% | +17.1% | -6.8% | +11.2% |
| All | +10.3% | +4.9% | +5.4% | +11.2% |
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