+2,005.6%
BE vs ALAB
+333.4%
+1,672.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.0% |
| 7D | +20.5% | +26.9% | -6.4% | +9.0% |
| 30D | -23.4% | -30.0% | +6.6% | -10.3% |
| 3M | -14.9% | -28.5% | +13.7% | -2.3% |
| 6M | -28.1% | +11.4% | -39.5% | -30.0% |
| YTD | +132.4% | +36.9% | +95.5% | +105.2% |
| 1Y | +59.4% | +44.4% | +15.0% | +37.9% |
| All | +2,005.6% | +333.4% | +1,672.2% | +1,132.5% |
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 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