+2,790.7%
BE vs ALAB
+449.6%
+2,341.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -6.9% | +16.6% | +12.5% |
| 7D | +29.8% | +3.2% | +26.6% | +27.6% |
| 30D | +26.4% | -13.6% | +40.0% | +33.6% |
| 3M | +9.3% | -16.6% | +25.9% | +17.6% |
| 6M | +105.1% | +142.3% | -37.3% | +48.6% |
| YTD | +219.0% | +73.6% | +145.4% | +154.2% |
| 1Y | +418.8% | +33.7% | +385.1% | +340.1% |
| All | +2,790.7% | +449.6% | +2,341.2% | +1,426.8% |
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