+27.2%
MSFT vs ALAB
+262.8%
-235.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.3% | -7.3% | -1.5% |
| 7D | +1.7% | -26.3% | +27.9% | +3.9% |
| 30D | +0.2% | -50.1% | +50.3% | +5.2% |
| 3M | +6.4% | -42.5% | +48.8% | +10.1% |
| 6M | +28.7% | -10.8% | +39.5% | +26.1% |
| YTD | +10.4% | +14.6% | -4.2% | +4.6% |
| 1Y | +7.6% | +17.1% | -9.5% | +1.3% |
| All | +27.2% | +262.8% | -235.6% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling